Probabilistic Framework for Modeling Event Shocks to Financial Time Series

Author(s)
Zhu, Yada; Chen, Wenyu; Zhang, Yang; Gao, Tian; Li, Jianbo
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Date issued
2021-11-03
URI
https://hdl.handle.net/1721.1/146386
Department
MIT-IBM Watson AI Lab; Massachusetts Institute of Technology. Operations Research Center
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
ISBN
978-1-4503-9148-1
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