 Copula Variational LSTM for High-dimensional Cross-market Multivariate
Dependence ModelingIEEE Transactions on Neural Networks and Learning Systems (TNNLS), 2023 |
 Volatility Based Kernels and Moving Average Means for Accurate
Forecasting with Gaussian ProcessesInternational Conference on Machine Learning (ICML), 2022 |
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 Recurrent Conditional HeteroskedasticityJournal of applied econometrics (JAE), 2020 |
 Warped Input Gaussian Processes for Time Series ForecastingInternational Conference on Cyber Security Cryptography and Machine Learning (ICCSCML), 2019 |
 Scalable Bayesian dynamic covariance modeling with variational Wishart
and inverse Wishart processesNeural Information Processing Systems (NeurIPS), 2019 |
 A Statistical Recurrent Stochastic Volatility Model for Stock MarketsJournal of business & economic statistics (JBES), 2019 |
 Incorporating prior financial domain knowledge into neural networks for
implied volatility surface predictionKnowledge Discovery and Data Mining (KDD), 2019 |
