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R. M. Gaspar
ORCID
Publication Activity (10 Years)
Years Active: 2012-2017
Publications (10 Years): 1
Top Topics
Relevance Vector Machine
Denoising
Hyperparameters
Gaussian Process
Top Venues
Commun. Stat. Simul. Comput.
Int. J. Comput. Math.
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Publications
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R. M. Gaspar
,
R. Pimentel
On swap rate dynamics: to freeze or not to freeze?
Int. J. Comput. Math.
94 (11) (2017)
J. Beleza Sousa
,
Manuel L. Esquível
,
R. M. Gaspar
Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation.
Commun. Stat. Simul. Comput.
44 (10) (2015)
J. Beleza Sousa
,
Manuel L. Esquível
,
R. M. Gaspar
Machine Learning Vasicek Model Calibration with Gaussian Processes.
Commun. Stat. Simul. Comput.
41 (6) (2012)