Financial modeling using Gaussian process models

PETELIN, D., ŠINDELÁŘ, J., PŘIKRYL, J., KOCIJAN, J. Financial modeling using Gaussian process models. In: 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. Available: http://library.utia.cas.cz/separaty/2011/AS/sindelar-financial modeling using gaussian process models.pdf