"Laplace approximation with Gaussian Processes for volatility forecasting."

Luis Munoz-Gonzalez, Miguel Lázaro-Gredilla, Aníbal R. Figueiras-Vidal (2014)

Details and statistics

DOI: 10.1109/CIP.2014.6844502

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-26