Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Riemann Manifold Langevin Methods on Stochastic Volatility Estimation   In this paper we perform Bayesian estimation of stochastic volatility models
with heavy tail distributions using Metropolis adjusted Langevin (MALA) and
Riemman manifold Langevin (MMALA) methods. We provide analytical expressions
for the application of these methods, assess the performance of these
methodologies in simulated data and illustrate their use on two financial time
series data sets.

4
The categories of this paper are: cond-mat
1
The categories of this paper are: cs
2
The categories of this paper are: math
32
The categories of this paper are: atom-ph
27
The categories of this paper are: comp-gas
26
The categories of this paper are: bayes-an
11
The categories of this paper are: hep-lat
9
The categories of this paper are: nlin
33
The categories of this paper are: plasm-ph
36
The categories of this paper are: cmp-lg
22
The categories of this paper are: chao-dyn
34
The categories of this paper are: chem-ph
37
The categories of this paper are: supr-con
6
The categories of this paper are: astro-ph
12
The categories of this paper are: nucl-th
15
The categories of this paper are: nucl-ex