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]
@inproceedings{XuL21-18,
title = {A Regularized Vector Autoregressive Hidden Semi-Markov model, with Application to Multivariate Financial Data},
author = {Zekun Xu and Ye Liu},
year = {2021},
doi = {10.32473/flairs.v34i1.128424},
url = {https://doi.org/10.32473/flairs.v34i1.128424},
researchr = {https://researchr.org/publication/XuL21-18},
cites = {0},
citedby = {0},
booktitle = {Proceedings of the Thirty-Fourth International Florida Artificial Intelligence Research Society Conference, North Miami Beach, Florida, USA, May 17-19, 2021},
editor = {Eric Bell and Fazel Keshtkar},
}