TSAKNAKI, IOANNA YVONNI
TSAKNAKI, IOANNA YVONNI
Dipartimento di Economia Politica e Statistica
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Bayesian autoregressive online change-point detection with time-varying parameters
2025-01-01 Tsaknaki, Ioanna-Yvonni; Lillo, Fabrizio; Mazzarisi, Piero
Online learning of order flow and market impact with Bayesian change-point detection methods
2025-01-01 Tsaknaki, Ioanna-Yvonni; Lillo, Fabrizio; Mazzarisi, Piero
| Titolo | Data di pubblicazione | Autore(i) | File | Abstract |
|---|---|---|---|---|
| Bayesian autoregressive online change-point detection with time-varying parameters | 1-gen-2025 | Tsaknaki, Ioanna-Yvonni; Lillo, Fabrizio; Mazzarisi, Piero | - | |
| Online learning of order flow and market impact with Bayesian change-point detection methods | 1-gen-2025 | Tsaknaki, Ioanna-Yvonni; Lillo, Fabrizio; Mazzarisi, Piero | - |