A graphical model framework for stock portfolio construction with application to a Neural Network based trading strategy.
Mininder SethiPhilip C. TreleavenPublished in: IJCNN (2015)
Keyphrases
- graphical models
- probabilistic model
- belief propagation
- probabilistic graphical models
- approximate inference
- statistical inference
- random variables
- conditional random fields
- structure learning
- bayesian networks
- graph structure
- factor graphs
- conditional independence
- markov networks
- probabilistic inference
- belief networks
- higher order
- conditional dependencies