Laplace approximation with Gaussian Processes for volatility forecasting

2014 4th International Workshop on Cognitive Information Processing (CIP) ◽

10.1109/cip.2014.6844502 ◽

2014 ◽

Author(s):

Luis Munoz-Gonzalez ◽

Miguel Lazaro-Gredilla ◽

Anibal R. Figueiras-Vidal

Keyword(s):

Gaussian Processes ◽

Laplace Approximation ◽

Volatility Forecasting

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Laplace Approximation for Divisive Gaussian Processes for Nonstationary Regression

IEEE Transactions on Pattern Analysis and Machine Intelligence ◽

10.1109/tpami.2015.2452914 ◽

2016 ◽

Vol 38 (3) ◽

pp. 618-624 ◽

Author(s):

Luis Munoz-Gonzalez ◽

Miguel Lazaro-Gredilla ◽

Anibal R. Figueiras-Vidal

Keyword(s):

Gaussian Processes ◽

Laplace Approximation

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Markov Processes, Gaussian Processes, and Local Times

10.1017/cbo9780511617997 ◽

2006 ◽

Author(s):

Michael B. Marcus ◽

Jay Rosen

Keyword(s):

Markov Processes ◽

Gaussian Processes ◽

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MULTIDIMENSIONAL LAPLACE APPROXIMATION VIA TROTTER OPERATOR

Applied Aspects of Information Technology ◽

10.15276/aait.01.2018.4 ◽

2018 ◽

Vol 01 (01) ◽

pp. 56-62

Author(s):

Giang Le Truong ◽

◽

Nghiem Trinh Huu

Keyword(s):

Laplace Approximation

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Constrained Clustering using Gaussian Processes

2020 28th European Signal Processing Conference (EUSIPCO) ◽

10.23919/eusipco47968.2020.9287331 ◽

2021 ◽

Author(s):

Panagiotis A. Traganitis ◽

Georgios B. Giannakis

Keyword(s):

Gaussian Processes ◽

Constrained Clustering

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Shape and Topology Optimization in Computational Fluid Dynamics Including Heat Transfer Using Gaussian Processes and Adjoint Methods

AIAA Scitech 2021 Forum ◽

10.2514/6.2021-1892 ◽

2021 ◽

Author(s):

Robert Sandboge ◽

Dimitrios Papadimitriou ◽

Mahender Reddy

Keyword(s):

Heat Transfer ◽

Fluid Dynamics ◽

Computational Fluid Dynamics ◽

Topology Optimization ◽

Gaussian Processes ◽

Adjoint Methods ◽

Shape And Topology Optimization ◽

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Gaussian Processes for Natural Language Processing

10.3115/v1/p14-6001 ◽

2014 ◽

Author(s):

Trevor Cohn ◽

Daniel Preotiuc-Pietro ◽

Neil Lawrence

Keyword(s):

Natural Language Processing ◽

Natural Language ◽

Language Processing ◽

Gaussian Processes

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Faculty Opinions recommendation of Navigating the protein fitness landscape with Gaussian processes.

Faculty Opinions – Post-Publication Peer Review of the Biomedical Literature ◽

10.3410/f.718090524.793482948 ◽

2013 ◽

Author(s):

Gottfried Otting

Keyword(s):

Gaussian Processes ◽

Fitness Landscape

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Variance Risk Premiums and Volatility Forecasting: Evidence from Korean, Taiwan and US Markets

Korean Journal of Financial Engineering ◽

10.35527/kfedoi.2018.17.3.002 ◽

2018 ◽

Vol 17 (3) ◽

pp. 29-52

Author(s):

윤선중

Keyword(s):

Volatility Forecasting ◽

Risk Premiums ◽

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Sieves for Gaussian Processes.

10.21236/ada166055 ◽

1985 ◽

Author(s):

Jay H. Beder

Keyword(s):

Gaussian Processes

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Volatility Forecasting and Explanatory Variables: A Tractable Bayesian Approach to Stochastic Volatility

SSRN Electronic Journal ◽

10.2139/ssrn.1747945 ◽

2012 ◽

Author(s):

Christian Dorion ◽

Nicolas Chapados

Keyword(s):

Stochastic Volatility ◽

Bayesian Approach ◽

Volatility Forecasting ◽

Explanatory Variables

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