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Probabilistic framework for modeling event shocks to financial time series

Yada Zhu, Wenyu Chen, Yang Zhang, Tian Gao, Jianbo Li. Probabilistic framework for modeling event shocks to financial time series. In Anisoara Calinescu, Lukasz Szpruch, editors, ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3 - 5, 2021. ACM, 2021. [doi]

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