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"Laplace approximation with Gaussian Processes for volatility forecasting."
Luis Munoz-Gonzalez, Miguel Lázaro-Gredilla, Aníbal R. Figueiras-Vidal (2014)
- Luis Munoz-Gonzalez, Miguel Lázaro-Gredilla, Aníbal R. Figueiras-Vidal:
Laplace approximation with Gaussian Processes for volatility forecasting. CIP 2014: 1-6
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