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Financial modeling using Gaussian process models

  1. 1.
    SYSNO0366040
    TitleFinancial modeling using Gaussian process models
    Author(s) Petelin, D. (SI)
    Šindelář, Jan (UTIA-B) [AS]
    Přikryl, Jan (UTIA-B) [AS] RID
    Kocijan, J. (SI)
    Source Title Proceedings of the 6th IEEE International Conference on Intelligent Data Acquisition and Advanced Computing Systems : Technology and Application. S. 672-677. - Piscataway : IEEE, 2011
    Conference 6th International Conference on Intelligent Data Acquisition and Advanced Computing Systems: Technology and Applications, Prague, 15.09.2011-17.09.2011
    Document TypeKonferenční příspěvek (zahraniční konf.)
    Grant 1M0572 GA MŠMT - Ministry of Education, Youth and Sports (MEYS)
    TA01030603 GA TA ČR - Technology Agency of the Czech Republic (TA ČR)
    GA102/08/0567 GA ČR - Czech Science Foundation (CSF)
    MEB091015 GA MŠMT - Ministry of Education, Youth and Sports (MEYS), CZ - Czech Republic
    CEZAV0Z10750506 - UTIA-B (2005-2011)
    Languageeng
    CountryUS
    Keywords gaussian process models * autoregression * financial * efficient markets
    URL http://library.utia.cas.cz/separaty/2011/AS/sindelar-financial modeling using gaussian process models.pdf
    Permanent Linkhttp://hdl.handle.net/11104/0201139
     
Number of the records: 1  

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