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
Density Combination, Large Set of Predictive Densities, Compositional Factor Models, Nonlinear State Space, Bayesian Inference, GPU Computing
nonlinear, non-gaussian state space, filters, density combinations, bayesian modeling, equity momentum
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
