Keynes College
Canterbury, Kent CT2 7NP
United Kingdom
University of Kent - Canterbury Campus
SSRN RANKINGS
in Total Papers Citations
Density forecast combination, sequential Monte Carlo, parallel computing, GPU, MATLAB
nonlinear, non-gaussian state space, filters, density combinations, bayesian modeling, equity momentum
Density Combination, Large Set of Predictive Densities, Compositional Factor Models, Nonlinear State Space, Bayesian Inference, GPU Computing
finite mixtures, Student-t densities, importance sampling, MCMC, Metropolis-Hastings algorithm, expectation maximization, Bayesian inference, R-software
finite mixtures, Student-t densities, importance sampling, MCMC, MetropolisHastings algorithm, expectation maximization, Bayesian inference, R software
robust filtering, augmented Kalman filter, structural time series model, additive outlier, innovation outlier
finite mixtures, Student-t distributions, Importance Sampling, MCMC, Metropolis-Hastings algorithm, Expectation Maximization, Bayesian inference
