tag.computational_finance.bib

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@inproceedings{KeCoICMLA2012,
  author = {Keane, K. R. and {\bf Corso}, {\bf J. J.}},
  booktitle = {Proceedings of 11th International Conference on Machine Learning and Applications},
  researcharea = {CF},
  tags = {computational finance, machine learning, dynamic linear models},
  title = {Maintaining Prior Distributions Across Evolving Eigenspaces: An Application to Portfolio Construction},
  url = {http://web.eecs.umich.edu/~jjcorso/pubs/keane_ICMLA2012.pdf},
  venue = {ICMLA},
  year = {2012}
}
@inproceedings{KeCoICPRAM2012,
  author = {Keane, K. R. and {\bf Corso}, {\bf J. J.}},
  booktitle = {Proceedings of International Conference on Pattern Recognition Applications and Methods},
  projects = {compfinance},
  researcharea = {CF},
  tags = {dynamic linear models, computational finance, machine learning},
  title = {Dynamically Mixing Dynamic Linear Models with Applications in Finance},
  url = {http://web.eecs.umich.edu/~jjcorso/pubs/krkeane_icpram2012.pdf},
  venue = {ICPRAM},
  year = {2012}
}