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Econometrics / Time series analysis / Autoregressive conditional heteroskedasticity / Options / Markov models / Stochastic volatility / Time series / Volatility / Markov chain / Statistics / Mathematical finance / Probability and statistics


Dynamical Products of Experts for Modeling Financial Time Series
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Document Date: 2010-06-13 09:06:37


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City

Haifa / Vancouver / Cambridge / /

Company

Neural Information Processing Systems / Neural Networks / MIT Press / Advances Neural Information Processing Systems / GE / /

Country

United States / Canada / Israel / /

Facility

University of California / /

IndustryTerm

dynamical products / deep belief networks / audio signal processing / quantitative finance / quantitative finance community / energy-based model / information processing systems / fixed-point algorithms / learning algorithm / energy / /

MarketIndex

S&P 500 / set 10 / /

Organization

Financial Time Series Yutian Chen Department of Computer Science / National Science Foundation / American Statistical Association / MIT / US Federal Reserve / University of California / Irvine / EDU Max Welling Department of Computer Science / UCSD / /

Person

Max Welling / /

Position

model to financial time series / author / representative / /

Product

DPoT / /

ProvinceOrState

California / Massachusetts / /

PublishedMedium

Machine Learning / Journal of Applied Econometrics / Journal of the American Statistical Association / Lecture Notes in Computer Science / Journal of Econometrics / /

Technology

stochastic EM algorithm / sliding windows / fixed-point algorithms / training algorithm / GSM / Machine Learning / simulation / /

SocialTag