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10/13/2020
Variational Approximation of Factor Stochastic Volatility Models
Estimation and prediction in high dimensional multivariate factor stocha...
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06/26/2019
Time-evolving psychological processes over repeated decisions
Many psychological experiments have participants repeat a simple task. T...
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06/07/2019
A long short-term memory stochastic volatility model
Stochastic Volatility (SV) models are widely used in the financial secto...
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04/12/2018
