Dynamic Covariance Models for Multivariate Financial Time Series

18 May 2013

José Miguel Hernández-Lobato

Papers citing "Dynamic Covariance Models for Multivariate Financial Time Series"

3 / 3 papers shown

Title
DTAAD: Dual Tcn-Attention Networks for Anomaly Detection in Multivariate Time Series Data Ling Yu AI4TS 15 26 0 17 Feb 2023
Variational Heteroscedastic Volatility Model Zexuan Yin P. Barucca AI4TS 10 0 0 11 Apr 2022
Online data processing: comparison of Bayesian regularized particle filters R. Casarin Jean-Michel Marin 70 67 0 26 Jun 2008