62 citations · 268 across the 38 of their papers we have counts for
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stat.ML2020
At the Intersection of Deep Sequential Model Framework and State-space Model Framework: Study on Option Pricing
Ziyang Ding, Sayan Mukherjee
Inference and forecast problems of the nonlinear dynamical system have arisen in a variety of contexts. Reservoir computing and deep sequential models, on the one hand, have demons…
stat.ML2020★ 1 cited
Stanza: A Nonlinear State Space Model for Probabilistic Inference in Non-Stationary Time Series
Anna K. Yanchenko, Sayan Mukherjee
Time series with long-term structure arise in a variety of contexts and capturing this temporal structure is a critical challenge in time series analysis for both inference and for…