{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,10,22]],"date-time":"2024-10-22T20:29:00Z","timestamp":1729628940056,"version":"3.28.0"},"reference-count":20,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2011,9]]},"DOI":"10.1109\/idaacs.2011.6072854","type":"proceedings-article","created":{"date-parts":[[2011,11,11]],"date-time":"2011-11-11T18:56:19Z","timestamp":1321037779000},"page":"672-677","source":"Crossref","is-referenced-by-count":0,"title":["Financial modeling using Gaussian process models"],"prefix":"10.1109","author":[{"given":"Dejan","family":"Petelin","sequence":"first","affiliation":[]},{"given":"Jan","family":"Sindelar","sequence":"additional","affiliation":[]},{"given":"Jan","family":"Prikryl","sequence":"additional","affiliation":[]},{"given":"Jus","family":"Kocijan","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"key":"ref10","doi-asserted-by":"crossref","first-page":"309","DOI":"10.1016\/S0305-0483(01)00026-3","article-title":"Application of support vector machines in financial time series forecasting","volume":"29","author":"tay","year":"2001","journal-title":"Omega"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1016\/S0925-2312(03)00372-2"},{"journal-title":"Gaussian Processes for Machine Learning","year":"2006","author":"rasmussen","key":"ref12"},{"key":"ref13","article-title":"Advances in Gaussian processes","author":"rasmussen","year":"2006","journal-title":"Advances in neural information processing systems"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1142\/S0129065704001899"},{"key":"ref15","first-page":"133","article-title":"Introduction to Gaussian processes","volume":"168","author":"mackay","year":"1998","journal-title":"NATO ASI Series"},{"key":"ref16","article-title":"Optimization of Gaussian process models with evolutionary algorithms","author":"petelin","year":"2011","journal-title":"10th International Conference ICANNGA"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1080\/13873950500068567"},{"key":"ref18","doi-asserted-by":"publisher","DOI":"10.1016\/j.isatra.2007.04.001"},{"key":"ref19","first-page":"1939","article-title":"A Unifying View of Sparse Approximate Gaussian Process Regression","volume":"6","author":"quinonero-candela","year":"2005","journal-title":"J Mach Learn Res"},{"journal-title":"Theorie de la spéculation","year":"1900","author":"bachelier","key":"ref4"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.2307\/2325486"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1016\/0169-2070(92)90003-R"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.2307\/2328565"},{"key":"ref8","first-page":"25","article-title":"Forecasting with Bayesian vector autoregressions - five years of experience","volume":"4","author":"litterman","year":"1986","journal-title":"Journal of Business & Economic Statistics"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1016\/S0169-2070(03)00012-8"},{"key":"ref2","first-page":"44","article-title":"Proof that properly anticipated prices fluctuate randomly","volume":"6","author":"samuelson","year":"1965","journal-title":"Industrial Management Review"},{"key":"ref1","doi-asserted-by":"crossref","first-page":"34","DOI":"10.1086\/294743","article-title":"The beahvior of stock market prices","volume":"38","author":"fama","year":"1965","journal-title":"Journal of Business"},{"key":"ref9","first-page":"196","article-title":"Study of BVAR(p) process applied to U. S. commodity market data","volume":"58","author":"\u0161indel\u00e1?","year":"2009","journal-title":"World Academy of Science Eng and Technology"},{"key":"ref20","article-title":"Approximation Methods for Gaussian Process Regression","author":"quinoncro-candela","year":"2007","journal-title":"Tech Rep"}],"event":{"name":"2011 IEEE 6th International Conference on Intelligent Data Acquisition and Advanced Computing Systems: Technology and Applications (IDAACS)","start":{"date-parts":[[2011,9,15]]},"location":"Prague, Czech Republic","end":{"date-parts":[[2011,9,17]]}},"container-title":["Proceedings of the 6th IEEE International Conference on Intelligent Data Acquisition and Advanced Computing Systems"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx5\/6063705\/6072809\/06072854.pdf?arnumber=6072854","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,6,20]],"date-time":"2017-06-20T09:33:26Z","timestamp":1497951206000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/6072854\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2011,9]]},"references-count":20,"URL":"https:\/\/doi.org\/10.1109\/idaacs.2011.6072854","relation":{},"subject":[],"published":{"date-parts":[[2011,9]]}}}