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gaussian process volatility

1 paper

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Also known as

GP-VOL

Co-occurring keywords · papers mentioning both

volatility model (1) financial data (1) online inference (1) financial time series (1) nonparametric model (1) time series (1) gaussian process (1) nonparametric bayesian models (1) bayesian inference (1)

Papers

Gaussian Process Volatility Model NeurIPS 2014