Search Results for author: Trong-Nghia Nguyen

Found 2 papers, 1 papers with code

A practical tutorial on Variational Bayes

1 code implementation1 Mar 2021 Minh-Ngoc Tran, Trong-Nghia Nguyen, Viet-Hung Dao

This tutorial gives a quick introduction to Variational Bayes (VB), also called Variational Inference or Variational Approximation, from a practical point of view.

Bayesian Inference Variational Inference

A Statistical Recurrent Stochastic Volatility Model for Stock Markets

no code implementations7 Jun 2019 Trong-Nghia Nguyen, Minh-Ngoc Tran, David Gunawan, R. Kohn

The Stochastic Volatility (SV) model and its variants are widely used in the financial sector while recurrent neural network (RNN) models are successfully used in many large-scale industrial applications of Deep Learning.

Time Series Analysis

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