A Statistical Recurrent Stochastic Volatility Model for Stock Markets

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A Statistical Recurrent Stochastic Volatility Model for Stock Markets

7 June 2019

Trong-Nghia Nguyen

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Papers citing "A Statistical Recurrent Stochastic Volatility Model for Stock Markets"

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Title
Subsampling Sequential Monte Carlo for Static Bayesian Models David Gunawan Khue-Dung Dang M. Quiroz Robert Kohn Minh-Ngoc Tran 72 49 0 08 May 2018
Noisin: Unbiased Regularization for Recurrent Neural Networks Adji Bousso Dieng Rajesh Ranganath Jaan Altosaar David M. Blei 57 22 0 03 May 2018
The Statistical Recurrent Unit Junier B. Oliva Barnabás Póczós J. Schneider 64 50 0 01 Mar 2017
The block-Poisson estimator for optimally tuned exact subsampling MCMC M. Quiroz Minh-Ngoc Tran M. Villani Robert Kohn Khue-Dung Dang 119 27 0 27 Mar 2016
The Correlated Pseudo-Marginal Method George Deligiannidis Arnaud Doucet M. Pitt 89 101 0 16 Nov 2015
A Critical Review of Recurrent Neural Networks for Sequence Learning Zachary Chase Lipton John Berkowitz Charles Elkan 108 2,350 0 29 May 2015
Three discussions of the paper "sequential quasi-Monte Carlo sampling", by M. Gerber and N. Chopin Mathieu Gerber Igor Prunster N. Chopin Robin J. Ryder 74 69 0 24 May 2015
Analyzing noise in autoencoders and deep networks Ben Poole Jascha Narain Sohl-Dickstein Surya Ganguli 92 108 0 06 Jun 2014
Learning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translation Kyunghyun Cho B. V. Merrienboer Çağlar Gülçehre Dzmitry Bahdanau Fethi Bougares Holger Schwenk Yoshua Bengio AIMat 1.1K 23,396 0 03 Jun 2014
Gaussian Process Volatility Model Yue Wu Jose Miguel Hernandez Lobato Zoubin Ghahramani AI4TS 117 43 0 13 Feb 2014
SMC^2: an efficient algorithm for sequential analysis of state-space models Nicolas Chopin Pierre E. Jacob O. Papaspiliopoulos 98 357 0 07 Jan 2011
The pseudo-marginal approach for efficient Monte Carlo computations Christophe Andrieu Gareth O. Roberts 189 895 0 31 Mar 2009