Bayesian Compressed Vector Autoregression for Financial Time-Series Analysis and Forecasting.
Paponpat TaveeapiradeecharoenKosin ChamnongthaiNattapol AunsriPublished in: IEEE Access (2019)
Keyphrases
- foreign exchange
- financial forecasting
- short term
- exchange rate
- financial time series
- data structure
- maximum likelihood
- stock market
- early warning
- gaussian processes
- stock price
- financial data
- bayesian estimation
- bayesian learning
- data driven
- bayesian networks
- financial services
- support vector regression
- weather forecasting
- neural network
- bayesian decision
- credit risk
- compressed data
- compressed domain
- fraud detection
- posterior distribution
- bayesian inference
- risk management