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1903.04841
Cited By
Financial Applications of Gaussian Processes and Bayesian Optimization
12 March 2019
Joan Gonzalvez
Edmond Lezmi
T. Roncalli
Jiali Xu
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Papers citing
"Financial Applications of Gaussian Processes and Bayesian Optimization"
19 / 19 papers shown
Multi-Output Robust and Conjugate Gaussian Processes
Joshua Rooijakkers
Leiv Rønneberg
F. Briol
Jeremias Knoblauch
Matias Altamirano
114
1
0
30 Oct 2025
From Sorting Algorithms to Scalable Kernels: Bayesian Optimization in High-Dimensional Permutation Spaces
Zikai Xie
Linjiang Chen
202
1
0
17 Jul 2025
Hyperparameter Adaptive Search for Surrogate Optimization: A Self-Adjusting Approach
Online World Conference on Soft Computing in Industrial Applications (WSCIA), 2023
Nazanin Nezami
Hadis Anahideh
71
2
0
12 Oct 2023
Tree-Structured Parzen Estimator: Understanding Its Algorithm Components and Their Roles for Better Empirical Performance
Shuhei Watanabe
475
289
0
21 Apr 2023
Active Learning and Bayesian Optimization: a Unified Perspective to Learn with a Goal
Archives of Computational Methods in Engineering (ACME), 2023
Francesco Di Fiore
Michela Nardelli
L. Mainini
413
44
0
02 Mar 2023
Variational Boosted Soft Trees
International Conference on Artificial Intelligence and Statistics (AISTATS), 2023
Tristan Cinquin
Tammo Rukat
Philipp Schmidt
Martin Wistuba
Artur Bekasov
BDL
UQCV
248
0
0
21 Feb 2023
Enhancing Machine Learning Model Performance with Hyper Parameter Optimization: A Comparative Study
C. Erden
Halil Ibrahim Demir
Abdullah Hulusi Kokccam
105
7
0
14 Feb 2023
Single Model Uncertainty Estimation via Stochastic Data Centering
Neural Information Processing Systems (NeurIPS), 2022
Jayaraman J. Thiagarajan
Rushil Anirudh
V. Narayanaswamy
P. Bremer
UQCV
OOD
196
31
0
14 Jul 2022
Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes
International Conference on Machine Learning (ICML), 2022
Gregory W. Benton
Wesley J. Maddox
A. Wilson
AI4TS
197
3
0
13 Jul 2022
Recent Advances in Bayesian Optimization
ACM Computing Surveys (ACM CSUR), 2022
Xilu Wang
Yaochu Jin
Sebastian Schmitt
Markus Olhofer
285
411
0
07 Jun 2022
Efficient Fourier representations of families of Gaussian processes
P. Greengard
286
4
0
28 Sep 2021
Efficient reduced-rank methods for Gaussian processes with eigenfunction expansions
Statistics and computing (Stat Comput), 2021
P. Greengard
M. O’Neil
187
12
0
12 Aug 2021
Power of human-algorithm collaboration in solving combinatorial optimization problems
Tapani Toivonen
169
1
0
25 Jul 2021
High-Dimensional Bayesian Optimization via Tree-Structured Additive Models
AAAI Conference on Artificial Intelligence (AAAI), 2020
E. Han
Ishank Arora
Jonathan Scarlett
TPM
AI4CE
174
23
0
24 Dec 2020
Fast Approximate Multi-output Gaussian Processes
V. Joukov
Dana Kulic
107
9
0
22 Aug 2020
Gaussian Process Regression with Local Explanation
Yuya Yoshikawa
Tomoharu Iwata
FAtt
209
24
0
03 Jul 2020
Gaussian process imputation of multiple financial series
IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), 2020
T. Wolff
Alejandro Cuevas
Felipe A. Tobar
AI4TS
110
13
0
11 Feb 2020
Learning Arbitrary Quantities of Interest from Expensive Black-Box Functions through Bayesian Sequential Optimal Design
Piyush Pandita
Nimish Awalgaonkar
Ilias Bilionis
Jitesh H. Panchal
200
2
0
16 Dec 2019
Machine Learning Optimization Algorithms & Portfolio Allocation
Sarah Perrin
T. Roncalli
AIFin
115
48
0
23 Sep 2019
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