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Minh-Ngoc Tran

Loss-based Bayesian Sequential Prediction of Value at Risk with a Long-Memory and Non-linear Realized Volatility Model

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Aug 24, 2024
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DeepVol: A Deep Transfer Learning Approach for Universal Asset Volatility Modeling

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Sep 05, 2023
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Wasserstein Gaussianization and Efficient Variational Bayes for Robust Bayesian Synthetic Likelihood

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May 24, 2023
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Particle Mean Field Variational Bayes

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Mar 24, 2023
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Realized recurrent conditional heteroskedasticity model for volatility modelling

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Feb 16, 2023
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An Introduction to Quantum Computing for Statisticians

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Dec 13, 2021
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Quantum Natural Gradient for Variational Bayes

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Jul 08, 2021
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A practical tutorial on Variational Bayes

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Mar 01, 2021
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Adaptive Multi-level Hyper-gradient Descent

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Aug 19, 2020
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A Bayesian Long Short-Term Memory Model for Value at Risk and Expected Shortfall Joint Forecasting

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Jan 23, 2020
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