Copula variational LSTM for high-dimensional cross-market multivariate dependence modeling

Jia Xu, Longbing Cao

Research output: Working paper › Preprint

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2024
Copula variational LSTM for high-dimensional cross-market multivariate dependence modeling
Xu, J. & Cao, L., Nov 2024, In: IEEE Transactions on Neural Networks and Learning Systems. 35, 11, p. 16233-16247 15 p.
Research output: Contribution to journal › Article › peer-review
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