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Financial time series volatility analysis using Gaussian process state-space models
Title
Financial time series volatility analysis using Gaussian process state-space models
Date
2015
Author(s)
Ryerson University (Degree granting institution), Han, Jianan (Author)
Subject(s)
Time-series analysis, Gaussian processes, Stochastic processes, Finance -- Mathematical models
Program
Electrical and Computer Engineering
Degree
Master of Applied Science