Copula Variational LSTM for High-dimensional Cross-market Multivariate Dependence Modeling.
Jia XuLongbing CaoPublished in: CoRR (2023)
Keyphrases
- dependence structure
- high dimensional
- multivariate data
- nearest neighbor
- marginal distributions
- neural network
- modeling method
- metric space
- multi variate
- data sets
- sparse data
- monte carlo simulation
- recurrent neural networks
- high dimensionality
- high dimensional data
- graphical models
- markov random field
- multi dimensional
- least squares
- feature space
- decision making