José Miguel Hernández-Lobato, James Robert Lloyd, Daniel Hernández-Lobato. Gaussian Process Conditional Copulas with Applications to Financial Time Series. In Christopher J. C. Burges, Léon Bottou, Zoubin Ghahramani, Kilian Q. Weinberger, editors, Advances in Neural Information Processing Systems 26: 27th Annual Conference on Neural Information Processing Systems 2013. Proceedings of a meeting held December 5-8, 2013, Lake Tahoe, Nevada, United States. pages 1736-1744, 2013. [doi]
Abstract is missing.