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. In Petra Perner, editor, Machine Learning and Data Mining in Pattern Recognition - 13th International Conference, MLDM 2017, New York, NY, USA, July 15-20, 2017, Proceedings. Volume 10358 of Lecture Notes in Computer Science, pages 431-450, Springer, 2017. [doi]
@inproceedings{KrasotkinaMMCM17,
title = {Methods of Hyperparameter Estimation in Time-Varying Regression Models with Application to Dynamic Style Analysis of Investment Portfolios},
author = {Olga Krasotkina and Vadim Mottl and Michael Markov and Elena Chernousova and Dmitry Malakhov},
year = {2017},
doi = {10.1007/978-3-319-62416-7_31},
url = {https://doi.org/10.1007/978-3-319-62416-7_31},
researchr = {https://researchr.org/publication/KrasotkinaMMCM17},
cites = {0},
citedby = {0},
pages = {431-450},
booktitle = {Machine Learning and Data Mining in Pattern Recognition - 13th International Conference, MLDM 2017, New York, NY, USA, July 15-20, 2017, Proceedings},
editor = {Petra Perner},
volume = {10358},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {978-3-319-62416-7},
}