Gaussian Process Imputation of Multiple Financial Series

Taco de Wolff, Alejandro Cuevas, Felipe Tobar. Gaussian Process Imputation of Multiple Financial Series. In 2020 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2020, Barcelona, Spain, May 4-8, 2020. pages 8444-8448, IEEE, 2020. [doi]

Abstract

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