For more details see our paper on arxiv: https://arxiv.org/pdf/1806.03294.pdf
We recommend to run the code in a virtualenv with packages specified in requirements.txt.
Applications of Gaussian Process Latent Variable Models in Finance
For more details see our paper on arxiv: https://arxiv.org/pdf/1806.03294.pdf
We recommend to run the code in a virtualenv with packages specified in requirements.txt.
Applications of Gaussian Process Latent Variable Models in Finance