Probabilistic Framework for Modeling Event Shocks to Financial Time Series
Name
3490354.3494407.pdf
Size
727.48 KB
Format
Adobe PDF
Checksum (MD5)
9c8593d7a7042b4a1a06a0c300b55875
Author(s)
Zhu, Yada
Chen, Wenyu
Zhang, Yang
Gao, Tian
Li, Jianbo
Date Issued
November 3, 2021
Publisher
ACM|2nd ACM International Conference on AI in Finance
Citation
Zhu, Yada, Chen, Wenyu, Zhang, Yang, Gao, Tian and Li, Jianbo. 2021. "Probabilistic Framework for Modeling Event Shocks to Financial Time Series."
Version
Final published version
MIT Department
MIT-IBM Watson AI Lab
Massachusetts Institute of Technology. Operations Research Center
Terms of Use
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.
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.1145/3490354.3494407
