Auto Regressive Dynamic Bayesian Network and Its Application in Stock Market Inference.
Tiehang DuanPublished in: AIAI (2016)
Keyphrases
- dynamic bayesian networks
- stock market
- autoregressive
- moving average
- bayesian networks
- non stationary
- stock price
- particle filtering
- short term
- random fields
- financial time series
- stock index futures
- structure learning
- approximate inference
- financial markets
- multivariate time series
- state variables
- garch model
- sar images
- parameter estimation
- multiresolution
- multiscale