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MODELLING NON-STATIONARY FINANCIAL TIME SERIES WITH INPUT WARPED STUDENT T-PROCESSES.
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- Romanian Journal of Economic Forecasting, 2019, v. 22, n. 3, p. 51
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- Article
BAYESIAN NEURAL NETWORKS WITH DEPENDENT DIRICHLET PROCESS PRIORS. APPLICATION TO PAIRS TRADING.
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- Economic Computation & Economic Cybernetics Studies & Research, 2018, v. 52, n. 4, p. 5, doi. 10.24818/18423264/52.4.18.01
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- Article