21 citations · 21 across the 1 of their papers we have counts for
2 papers
stat.CO2021★ 21 cited
A practical tutorial on Variational Bayes
Minh-Ngoc Tran, Trong-Nghia Nguyen, Viet-Hung Dao
This tutorial gives a quick introduction to Variational Bayes (VB), also called Variational Inference or Variational Approximation, from a practical point of view. The paper covers…
econ.EM2019
A Statistical Recurrent Stochastic Volatility Model for Stock Markets
Trong-Nghia Nguyen, Minh-Ngoc Tran, David Gunawan +1
The Stochastic Volatility (SV) model and its variants are widely used in the financial sector while recurrent neural network (RNN) models are successfully used in many large-scale…