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[IEEE 2016 IEEE 26th International Workshop on Machine Learning for Signal Processing (MLSP) - Vietri sul Mare, Salerno, Italy (2016.9.13-2016.9.16)] 2016 IEEE 26th International Workshop on Machine Learning for Signal Processing (MLSP) - Unsupervised learning of Markov-switching stochastic volatility with an application to market data
Gorynin, Ivan, Monfrini, Emmanuel, Pieczynski, WojciechYear:
2016
Language:
english
DOI:
10.1109/mlsp.2016.7738821
File:
PDF, 395 KB
english, 2016