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All publications by Yue Wu
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Gaussian Process Volatility Model
Yue Wu, José M. Hernández-lobato and Zoubin Ghahramani
Advances in Neural Information Processing Systems 27, 2014


Dynamic Covariance Models for Multivariate Financial Time Series
Yue Wu, Jose M. Hernandez-lobato and Ghahramani Zoubin
Proceedings of the 30th International Conference on Machine Learning (ICML-13), 2013