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  • Search: subject:"Online learning algorithm"
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Year of publication
Subject
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Online learning algorithm 2 Algorithm 1 Algorithmus 1 Bayes-Statistik 1 Bayesian inference 1 Bayesian methods 1 E-Learning 1 E-learning 1 Gaussian process regression 1 Learning process 1 Lernprozess 1 Markov chain 1 Markov-Kette 1 Metaorders 1 Price impact 1 Probabilistic forecasting 1 Regime switching models 1 Securities trading 1 Sparsification 1 Theorie 1 Theory 1 Wertpapierhandel 1 Wind energy 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Gao, Feng 1 Guan, Xiaohong 1 Kou, Peng 1 Lillo, Fabrizio 1 Mazzarisi, Piero 1 Tsaknaki, Ioanna-Yvonni 1
Published in...
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Applied Energy 1 Quantitative finance 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Online learning of order flow and market impact with Bayesian change-point detection methods
Tsaknaki, Ioanna-Yvonni; Lillo, Fabrizio; Mazzarisi, Piero - In: Quantitative finance 25 (2025) 2, pp. 307-322
Persistent link: https://www.econbiz.de/10015534093
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Sparse online warped Gaussian process for wind power probabilistic forecasting
Kou, Peng; Gao, Feng; Guan, Xiaohong - In: Applied Energy 108 (2013) C, pp. 410-428
adaptive features. To address this, we introduce an online learning algorithm to WGP, thus permitting WGP to track the time …
Persistent link: https://www.econbiz.de/10010665636
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