{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,14]],"date-time":"2026-03-14T18:50:22Z","timestamp":1773514222612,"version":"3.50.1"},"reference-count":18,"publisher":"IEEE","license":[{"start":{"date-parts":[[2020,2,1]],"date-time":"2020-02-01T00:00:00Z","timestamp":1580515200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/ieeexplore.ieee.org\/Xplorehelp\/downloads\/license-information\/IEEE.html"},{"start":{"date-parts":[[2020,2,1]],"date-time":"2020-02-01T00:00:00Z","timestamp":1580515200000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-029"},{"start":{"date-parts":[[2020,2,1]],"date-time":"2020-02-01T00:00:00Z","timestamp":1580515200000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-037"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2020,2]]},"DOI":"10.1109\/icaiic48513.2020.9065045","type":"proceedings-article","created":{"date-parts":[[2020,4,17]],"date-time":"2020-04-17T05:46:17Z","timestamp":1587102377000},"page":"681-686","source":"Crossref","is-referenced-by-count":10,"title":["An Overview of Gaussian process Regression for Volatility Forecasting"],"prefix":"10.1109","author":[{"given":"Bingqing","family":"Liu","sequence":"first","affiliation":[]},{"given":"Ivan","family":"Kiskin","sequence":"additional","affiliation":[]},{"given":"Stephen","family":"Roberts","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"key":"ref10","author":"chapados","year":"2010","journal-title":"Gaussian Processes and Non-Parametric Volatility Forecasting"},{"key":"ref11","first-page":"1044","article-title":"Gaussian process volatility model","author":"wu","year":"2014","journal-title":"Advances in neural information processing systems"},{"key":"ref12","author":"rizvi","year":"2017","journal-title":"A Novel Approach to Forecasting Financial Volatility with Gaussian Process Envelopes"},{"key":"ref13","article-title":"Multivariate Gaussian Process Regression for Portfolio Risk Modeling: Application to CVA","author":"dixon","year":"0","journal-title":"Department of Applied Mathematics Illinois Institute of Technology 2018"},{"key":"ref14","volume":"2","year":"2006","journal-title":"Gaussian Processes for Machine Learning"},{"key":"ref15","author":"chen","year":"2017","journal-title":"Gaussian process regression methods and extensions for stock market prediction"},{"key":"ref16","author":"deisenroth","year":"2019","journal-title":"A Practical Guide to Gaussian Processes"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1007\/BF00893750"},{"key":"ref18","author":"alvarez","year":"2017","journal-title":"Multiple-output Gaussian processes"},{"key":"ref4","article-title":"Gaussian Processes for Time-series Modelling","volume":"371","author":"roberts","year":"1984","journal-title":"Philosophical Transactions of The Royal Society A Mathematical Physical and Engineering Sciences"},{"key":"ref3","doi-asserted-by":"crossref","first-page":"3","DOI":"10.1016\/0304-405X(87)90026-2","article-title":"Expected stock returns and volatility","volume":"19","author":"kenneth","year":"1987","journal-title":"Journal of Financial Economics"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1016\/j.csda.2004.02.006"},{"key":"ref5","first-page":"545","article-title":"Gaussian process priors with uncertain inputs application to multiple-step ahead time series forecasting","author":"girard","year":"2003","journal-title":"Advances in neural information processing systems"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1257\/002205103765762743"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(86)90063-1"},{"key":"ref2","year":"2014","journal-title":"Financial Modeling"},{"key":"ref1","year":"2006","journal-title":"Paul Wilmott on Quantitative Finance"},{"key":"ref9","first-page":"67","article-title":"Parametric and nonparametric volatility measurement","author":"torben","year":"2010","journal-title":"Handbook of Financial Econometrics Tools and Techniques"}],"event":{"name":"2020 International Conference on Artificial Intelligence in Information and Communication (ICAIIC)","location":"Fukuoka, Japan","start":{"date-parts":[[2020,2,19]]},"end":{"date-parts":[[2020,2,21]]}},"container-title":["2020 International Conference on Artificial Intelligence in Information and Communication (ICAIIC)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/9046688\/9064864\/09065045.pdf?arnumber=9065045","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2022,6,28]],"date-time":"2022-06-28T00:16:08Z","timestamp":1656375368000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/9065045\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2020,2]]},"references-count":18,"URL":"https:\/\/doi.org\/10.1109\/icaiic48513.2020.9065045","relation":{},"subject":[],"published":{"date-parts":[[2020,2]]}}}