Ying Chen

activity

20192026

most citedProbabilistic Forecasting for Daily Electricity Loads and Quantiles for Curve-to-Curve Regression

4 citations · 7 across the 5 of their papers we have counts for

collaborators

Showing 2021Show all

2 papers · 1 filter

cs.LG2021★ 1 cited

Deep Switching State Space Model (DS $^{3}$ M) for Nonlinear Time Series Forecasting with Regime Switching

Xiuqin Xu, Hanqiu Peng, Ying Chen

Modern time series data often display complex nonlinear dependencies along with irregular regime-switching behaviors. These features present technical challenges in modeling, infer…

cs.LG2021

Deep Stochastic Volatility Model

Xiuqin Xu, Ying Chen

Volatility for financial assets returns can be used to gauge the risk for financial market. We propose a deep stochastic volatility model (DSVM) based on the framework of deep late…

Deep Switching State Space Model (DS3M) for Nonlinear Time Series Forecasting with Regime Switching

Deep Stochastic Volatility Model

Deep Switching State Space Model (DS $^{3}$ M) for Nonlinear Time Series Forecasting with Regime Switching