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

Internet

https://hdl.handle.net/1721.1/146386