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2310.03435
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Variational Inference for GARCH-family Models
International Conference on AI in Finance (ICAF), 2023
5 October 2023
M. Magris
Alexandros Iosifidis
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Papers citing
"Variational Inference for GARCH-family Models"
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Manifold Gaussian Variational Bayes on the Precision Matrix
Neural Computation (Neural Comput.), 2022
M. Magris
M. Shabani
Alexandros Iosifidis
336
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26 Oct 2022
1
