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Probabilistic Modeling of State Transitions on the Self-Organizing Map: Some Temporal Financial Applications.
Peter Sarlin
Zhiyuan Yao
Tomas Eklund
Published in:
HICSS (2012)
Keyphrases
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probabilistic modeling
state transitions
state transition
probabilistic model
bayesian inference
bayesian networks
log linear
self organizing maps
hidden markov models
learning algorithm