| dc.contributor.author | Zhu, Yada | |
| dc.contributor.author | Chen, Wenyu | |
| dc.contributor.author | Zhang, Yang | |
| dc.contributor.author | Gao, Tian | |
| dc.contributor.author | Li, Jianbo | |
| dc.date.accessioned | 2022-11-14T15:36:33Z | |
| dc.date.available | 2022-11-14T15:36:33Z | |
| dc.date.issued | 2021-11-03 | |
| dc.identifier.isbn | 978-1-4503-9148-1 | |
| dc.identifier.uri | https://hdl.handle.net/1721.1/146386 | |
| dc.publisher | ACM|2nd ACM International Conference on AI in Finance | en_US |
| dc.relation.isversionof | https://doi.org/10.1145/3490354.3494407 | en_US |
| dc.rights | 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. | en_US |
| dc.source | ACM|2nd ACM International Conference on AI in Finance | en_US |
| dc.title | Probabilistic Framework for Modeling Event Shocks to Financial Time Series | en_US |
| dc.type | Article | en_US |
| dc.identifier.citation | Zhu, Yada, Chen, Wenyu, Zhang, Yang, Gao, Tian and Li, Jianbo. 2021. "Probabilistic Framework for Modeling Event Shocks to Financial Time Series." | |
| dc.contributor.department | MIT-IBM Watson AI Lab | |
| dc.contributor.department | Massachusetts Institute of Technology. Operations Research Center | |
| dc.identifier.mitlicense | PUBLISHER_POLICY | |
| dc.eprint.version | Final published version | en_US |
| dc.type.uri | http://purl.org/eprint/type/ConferencePaper | en_US |
| eprint.status | http://purl.org/eprint/status/NonPeerReviewed | en_US |
| dc.date.updated | 2022-11-02T22:29:23Z | |
| dc.language.rfc3066 | en | |
| dc.rights.holder | ACM | |
| dspace.date.submission | 2022-11-02T22:29:24Z | |
| mit.license | PUBLISHER_POLICY | |
| mit.metadata.status | Authority Work and Publication Information Needed | en_US |
