Jason J. Corso
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tag: computational finance

[1] K. R. Keane and J. J. Corso. Maintaining prior distributions across evolving eigenspaces: An application to portfolio construction. In Proceedings of 11th International Conference on Machine Learning and Applications, 2012. [ bib | .pdf ]
[2] K. R. Keane and J. J. Corso. Dynamically mixing dynamic linear models with applications in finance. In Proceedings of International Conference on Pattern Recognition Applications and Methods, 2012. [ bib | .pdf ]

last updated: Tue Mar 14 16:39:54 2017; copyright jcorso
Please report broken links to Prof. Corso jjcorso@eecs.umich.edu .