Yue Wu, José Miguel Hernández-Lobato, Zoubin Ghahramani. Gaussian Process Volatility Model. In Zoubin Ghahramani, Max Welling, Corinna Cortes, Neil D. Lawrence, Kilian Q. Weinberger, editors, Advances in Neural Information Processing Systems 27: Annual Conference on Neural Information Processing Systems 2014, December 8-13 2014, Montreal, Quebec, Canada. pages 1044-1052, 2014. [doi]
Abstract is missing.