Stochastic Recurrent Neural Network for Multistep Time Series Forecasting. - Zexuan Yin; Paolo Barucca (ICONIP (1), 2021)

Neural Generalised AutoRegressive Conditional Heteroskedasticity. - Zexuan Yin; Paolo Barucca (CoRR, 2022)

Variational Heteroscedastic Volatility Model. - Zexuan Yin; Paolo Barucca (CoRR, 2022)

Deep recurrent modelling of Granger causality with latent confounding. - Zexuan Yin; Paolo Barucca (Expert Syst. Appl., 2022)