tag.dynamic_linear_models.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}
}