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Modeling and predicting Chinese stock downside risks via Gaussian mixture models and marked self-exciting point process.

Lu LiWeiwei ZhuangGuoxin Qiu
Published in: Commun. Stat. Simul. Comput. (2023)
Keyphrases
  • gaussian mixture model
  • mixture model
  • learning algorithm
  • covariance matrices
  • machine learning
  • similarity measure
  • pairwise
  • feature vectors
  • maximum likelihood
  • density estimation
  • speaker recognition