Scalable inference for a full multivariate stochastic volatility model
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Econometrics"
DOI: 10.1016/j.jeconom.2021.09.013
Abstract: We introduce a multivariate stochastic volatility model for asset returns that imposes no restrictions to the structure of the volatility matrix and treats all its elements as functions of latent stochastic processes. When the number… read more here.
Keywords: stochastic volatility; volatility; multivariate; volatility model ... See more keywords
Multivariate Stochastic Optimization Approach Applied in a Flux-Cored Arc Welding Process
Sign Up to like & getrecommendations! Published in 2020 at "IEEE Access"
DOI: 10.1109/access.2020.2983566
Abstract: One of the main goals in flux-cored arc welding processes is the optimization of bead geometry, in which multiple geometric characteristics of the welding bead are important; therefore, multiobjective optimization programming is often applied. However,… read more here.
Keywords: optimization; welding process; arc welding; flux cored ... See more keywords
Multivariate stochastic volatility modeling of neural data
Sign Up to like & getrecommendations! Published in 2019 at "eLife"
DOI: 10.7554/elife.42950
Abstract: Because multivariate autoregressive models have failed to adequately account for the complexity of neural signals, researchers have predominantly relied on non-parametric methods when studying the relations between brain and behavior. Using medial temporal lobe (MTL)… read more here.
Keywords: modeling neural; volatility modeling; volatility; stochastic volatility ... See more keywords