TPLVM: Portfolio Construction by Student's $t$ -process Latent Variable Model

29 January 2020

Papers citing "TPLVM: Portfolio Construction by Student's $t$-process Latent Variable Model"

4 / 4 papers shown

Title
Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model Kei Nakagawa Tomoki Ito Masaya Abe Kiyoshi Izumi AI4TS 22 20 0 20 Jan 2019
Student-t Processes as Alternatives to Gaussian Processes Amar Shah A. Wilson Zoubin Ghahramani GP 53 202 0 18 Feb 2014
Gaussian Process Volatility Model Yue Wu Jose Miguel Hernandez Lobato Zoubin Ghahramani AI4TS 79 43 0 13 Feb 2014
Dynamic Covariance Models for Multivariate Financial Time Series Yue Wu José Miguel Hernández-Lobato Zoubin Ghahramani 77 45 0 18 May 2013