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Richard Gerlach

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DeepVol: A Deep Transfer Learning Approach for Universal Asset Volatility Modeling

Sep 05, 2023
Chen Liu, Minh-Ngoc Tran, Chao Wang, Richard Gerlach, Robert Kohn

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

Jan 23, 2020
Zhengkun Li, Minh-Ngoc Tran, Chao Wang, Richard Gerlach, Junbin Gao

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Manifold Optimisation Assisted Gaussian Variational Approximation

Feb 11, 2019
Bingxin Zhou, Junbin Gao, Minh-Ngoc Tran, Richard Gerlach

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Bayesian Nonparametric Adaptive Spectral Density Estimation for Financial Time Series

Feb 09, 2019
Nick James, Roman Marchant, Richard Gerlach, Sally Cripps

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Fighting Accounting Fraud Through Forensic Data Analytics

May 08, 2018
Maria Jofre, Richard Gerlach

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