The Multivariate Kyle Model: More is Different.
Luis Carlos Garcia del MolinoIacopo MastromatteoMichael BenzaquenJean-Philippe BouchaudPublished in: SIAM J. Financial Math. (2020)
Keyphrases
- computational model
- mathematical model
- formal model
- statistical model
- high level
- knowledge base
- conceptual model
- theoretical framework
- em algorithm
- probability distribution
- theoretical analysis
- probabilistic model
- prior knowledge
- high dimensional
- image segmentation
- decision trees
- artificial intelligence
- linear model