Many congrats to @DanLAct1 for completing her MPhil on SMC methods for GARCH-type models. Thanks @ACEMathStats for funding. Paper accepted by EcoSta and just started PhD! Recommend following Dan.
@QUTDataScience
Thesis: https://t.co/6kA5NDu2aP
Nice demonstration of the benefits of sequential Monte Carlo methods for GARCH-type models. Led by Masters student @DanLAct1 . @ACEMathStats
https://t.co/TDbjJ1kUmP