"An Overview of Gaussian process Regression for Volatility Forecasting."

Bingqing Liu, Ivan Kiskin, Stephen Roberts (2020)

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DOI: 10.1109/ICAIIC48513.2020.9065045

access: closed

type: Conference or Workshop Paper

metadata version: 2021-07-25

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Bingqing Liu, Ivan Kiskin, Stephen Roberts:
An Overview of Gaussian process Regression for Volatility Forecasting. ICAIIC 2020: 681-686

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