Probabilistic Framework for Modeling Event Shocks to Financial Time Series
| Main Authors: | , , , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
ACM|2nd ACM International Conference on AI in Finance
2022
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| Online Access: | https://hdl.handle.net/1721.1/146386 |
| _version_ | 1826206322912133120 |
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| author | Zhu, Yada Chen, Wenyu Zhang, Yang Gao, Tian Li, Jianbo |
| author2 | MIT-IBM Watson AI Lab |
| author_facet | MIT-IBM Watson AI Lab Zhu, Yada Chen, Wenyu Zhang, Yang Gao, Tian Li, Jianbo |
| author_sort | Zhu, Yada |
| collection | MIT |
| first_indexed | 2024-09-23T13:27:19Z |
| format | Article |
| id | mit-1721.1/146386 |
| institution | Massachusetts Institute of Technology |
| language | English |
| last_indexed | 2024-09-23T13:27:19Z |
| publishDate | 2022 |
| publisher | ACM|2nd ACM International Conference on AI in Finance |
| record_format | dspace |
| spelling | mit-1721.1/1463862023-02-16T16:30:28Z Probabilistic Framework for Modeling Event Shocks to Financial Time Series Zhu, Yada Chen, Wenyu Zhang, Yang Gao, Tian Li, Jianbo MIT-IBM Watson AI Lab Massachusetts Institute of Technology. Operations Research Center 2022-11-14T15:36:33Z 2022-11-14T15:36:33Z 2021-11-03 2022-11-02T22:29:23Z Article http://purl.org/eprint/type/ConferencePaper 978-1-4503-9148-1 https://hdl.handle.net/1721.1/146386 Zhu, Yada, Chen, Wenyu, Zhang, Yang, Gao, Tian and Li, Jianbo. 2021. "Probabilistic Framework for Modeling Event Shocks to Financial Time Series." PUBLISHER_POLICY en https://doi.org/10.1145/3490354.3494407 Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use. ACM application/pdf ACM|2nd ACM International Conference on AI in Finance ACM|2nd ACM International Conference on AI in Finance |
| spellingShingle | Zhu, Yada Chen, Wenyu Zhang, Yang Gao, Tian Li, Jianbo Probabilistic Framework for Modeling Event Shocks to Financial Time Series |
| title | Probabilistic Framework for Modeling Event Shocks to Financial Time Series |
| title_full | Probabilistic Framework for Modeling Event Shocks to Financial Time Series |
| title_fullStr | Probabilistic Framework for Modeling Event Shocks to Financial Time Series |
| title_full_unstemmed | Probabilistic Framework for Modeling Event Shocks to Financial Time Series |
| title_short | Probabilistic Framework for Modeling Event Shocks to Financial Time Series |
| title_sort | probabilistic framework for modeling event shocks to financial time series |
| url | https://hdl.handle.net/1721.1/146386 |
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