A bayesian market maker.
Aseem BrahmaMithun ChakrabortySanmay DasAllen LavoieMalik Magdon-IsmailPublished in: EC (2012)
Keyphrases
- market share
- data driven
- maximum likelihood
- neural network
- bayesian decision
- bayesian estimation
- bayesian learning
- stock market
- decision making
- stock price
- gaussian processes
- bayesian networks
- business opportunities
- market data
- utility function
- multi agent
- posterior probability
- bayesian inference
- posterior distribution
- electricity markets
- financial data
- data mining
- bayesian analysis
- database