Probabilistic Framework for Modeling Event Shocks to Financial Time Series

Probabilistic Framework for Modeling Event Shocks to Financial Time Series

Bibliographic Details
Main Authors: Zhu, Yada, Chen, Wenyu, Zhang, Yang, Gao, Tian, Li, Jianbo
Other Authors: MIT-IBM Watson AI Lab
Format: Article
Language:English
Published: ACM|2nd ACM International Conference on AI in Finance 2022
Online Access:https://hdl.handle.net/1721.1/146386
Description
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