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0366040 - ÚTIA 2012 RIV US eng C - Conference Paper (international conference)
Petelin, D. - Šindelář, Jan - Přikryl, Jan - Kocijan, J.
Financial modeling using Gaussian process models.
Proceedings of the 6th IEEE International Conference on Intelligent Data Acquisition and Advanced Computing Systems : Technology and Application. Piscataway: IEEE, 2011, s. 672-677. ISBN 978-1-4577-1424-5.
[6th International Conference on Intelligent Data Acquisition and Advanced Computing Systems: Technology and Applications. Prague (CZ), 15.09.2011-17.09.2011]
R&D Projects: GA MŠMT 1M0572; GA TA ČR TA01030603; GA ČR GA102/08/0567; GA MŠMT(CZ) MEB091015
Institutional research plan: CEZ:AV0Z10750506
Keywords : gaussian process models * autoregression * financial * efficient markets
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2011/AS/sindelar-financial modeling using gaussian process models.pdf
Permanent Link: http://hdl.handle.net/11104/0201139