https://github.com/RSNirwan/PortfolioAllocationUsingGPLVM
Tip revision: 6ae5f773004ce5dc8a2e549deebe3c92f04dddb3 authored by RSNirwan on 12 July 2020, 17:17:54 UTC
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README.md
<h2>Applications of Gaussian Process Latent Variable Models in Finance </h2>
For more details see our paper on arxiv: [https://arxiv.org/pdf/1806.03294.pdf](https://arxiv.org/pdf/1806.03294.pdf)
We recommend to run the code in a virtualenv with packages specified in requirements.txt.