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» Multivariate volatility in environmental finance
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MCS
2008
Springer
13 years 9 months ago
Multivariate volatility in environmental finance
Suhejla Hoti, Michael McAleer, Laurent L. Pauwels
ICML
2010
IEEE
13 years 10 months ago
Dynamical Products of Experts for Modeling Financial Time Series
Predicting the "Value at Risk" of a portfolio of stocks is of great significance in quantitative finance. We introduce a new class models, "dynamical products of ex...
Yutian Chen, Max Welling