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Enhancing Mean-Reverting Time Series Prediction with Gaussian Processes: Functional and Augmented Data Structures in Financial Forecasting

Fuente: arXiv

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Détails bibliographiques
Auteur principal:	Tondapu, Narayan
Format:	Preprint
Publié:	2024
Sujets:	Statistical Finance Artificial Intelligence Machine Learning
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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