A Regularized Vector Autoregressive Hidden Semi-Markov model, with Application to Multivariate Financial Data - researchr publication authors

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Zekun Xu, Ye Liu. A Regularized Vector Autoregressive Hidden Semi-Markov model, with Application to Multivariate Financial Data. In Eric Bell, Fazel Keshtkar, editors, Proceedings of the Thirty-Fourth International Florida Artificial Intelligence Research Society Conference, North Miami Beach, Florida, USA, May 17-19, 2021. 2021. [doi]

This author has not been identified. Look up 'Zekun Xu' in GoogleThis author has not been identified. Look up 'Ye Liu' in Google

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