On a New Calibrated Mixture Model for a Density Forecast of the VN30 Index.
Dung Tien NguyenSon Phuc NguyenThien Dinh NguyenUyen Hoang PhamPublished in: ECONVN (2018)
Keyphrases
- mixture model
- density estimation
- gaussian mixture model
- em algorithm
- probabilistic model
- generative model
- maximum likelihood
- expectation maximization
- model selection
- density function
- unsupervised learning
- probability density
- language model
- probability density function
- probabilistic mixture model
- data sets
- dirichlet processes
- mixture modeling
- gaussian mixture
- background subtraction
- decision trees