Variational Inference for GARCH-family Models

Martin Magris, Alexandros Iosifidis. Variational Inference for GARCH-family Models. In 4th ACM International Conference on AI in Finance, ICAIF 2023, Brooklyn, NY, USA, November 27-29, 2023. pages 541-548, ACM, 2023. [doi]

Abstract

Abstract is missing.