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Multivariate Mixtures of Normal Distributions: Properties, Random Vector Generation, Fitting, and as Models of Market Daily Changes.
Jin Wang
Michael R. Taaffe
Published in:
INFORMS J. Comput. (2015)
Keyphrases
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normal distribution
parametric models
machine learning
parameter estimation
statistical model
clustering algorithm
objective function
prior knowledge
model selection
distance function
statistical models
model fitting
trading systems
mixture distribution
factor analyzers