Financial modeling using Gaussian process models

Dejan Petelin, Jan Sindelar, Jan Prikryl, Jus Kocijan. Financial modeling using Gaussian process models. In IEEE 6th International Conference on Intelligent Data Acquisition and Advanced Computing Systems: Technology and Applications, IDAACS 2011, Prague, Czech Republic, September 15-17, 2011, Volume 2. pages 672-677, IEEE, 2011. [doi]

@inproceedings{PetelinSPK11,
  title = {Financial modeling using Gaussian process models},
  author = {Dejan Petelin and Jan Sindelar and Jan Prikryl and Jus Kocijan},
  year = {2011},
  doi = {10.1109/IDAACS.2011.6072854},
  url = {http://dx.doi.org/10.1109/IDAACS.2011.6072854},
  researchr = {https://researchr.org/publication/PetelinSPK11},
  cites = {0},
  citedby = {0},
  pages = {672-677},
  booktitle = {IEEE 6th International Conference on Intelligent Data Acquisition and Advanced Computing Systems: Technology and Applications, IDAACS 2011, Prague, Czech Republic, September 15-17, 2011, Volume 2},
  publisher = {IEEE},
  isbn = {978-1-4577-1426-9},
}