305 citations · 305 across the 2 of their papers we have counts for
2 papers
q-fin.ST2016
Extracting Predictive Information from Heterogeneous Data Streams using Gaussian Processes
Sid Ghoshal, Stephen Roberts
Financial markets are notoriously complex environments, presenting vast amounts of noisy, yet potentially informative data. We consider the problem of forecasting financial time se…
astro-ph.EP2011★ 305 cited
A Gaussian process framework for modelling instrumental systematics: application to transmission spectroscopy
N. P. Gibson, S. Aigrain, S. Roberts +3
Transmission spectroscopy, which consists of measuring the wavelength-dependent absorption of starlight by a planet's atmosphere during a transit, is a powerful probe of atmospheri…