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Jason J. Corso
Publications List
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tag: dynamic linear models
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[1]
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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 ]
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[2]
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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 ]
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