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Model the complex dependence structures of financial variables by using canonical vine.
Wei Wei
Xuhui Fan
Jinyan Li
Longbing Cao
Published in:
CIKM (2012)
Keyphrases
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probabilistic model
mathematical model
high level
statistical model
sensitivity analysis
prior knowledge
cost function
probability distribution
em algorithm
theoretical framework
hierarchical structure
formal model
state variables
experimental data
prediction model