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"Unsupervised learning of Markov-switching stochastic volatility with an ..."

Ivan Gorynin, Emmanuel Monfrini, Wojciech Pieczynski (2016)

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DOI: 10.1109/MLSP.2016.7738821

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-23

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Ivan Gorynin, Emmanuel Monfrini, Wojciech Pieczynski:
Unsupervised learning of Markov-switching stochastic volatility with an application to market data. MLSP 2016: 1-6

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