"Methods of Hyperparameter Estimation in Time-Varying Regression Models ..."

Olga Krasotkina et al. (2017)

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DOI: 10.1007/978-3-319-62416-7_31

access: closed

type: Conference or Workshop Paper

metadata version: 2017-07-04

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Olga Krasotkina, Vadim Mottl, Michael Markov, Elena Chernousova, Dmitry Malakhov:
Methods of Hyperparameter Estimation in Time-Varying Regression Models with Application to Dynamic Style Analysis of Investment Portfolios. MLDM 2017: 431-450

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