Bayesian Optimisation of Gated Bayesian Networks for Algorithmic Trading.
Marcus BendtsenPublished in: BMA@UAI (2015)
Keyphrases
- bayesian networks
- posterior probability
- graphical models
- probabilistic inference
- structure learning
- conditional independence
- inference in bayesian networks
- hidden variables
- conditional probabilities
- learning bayesian networks
- parameter learning
- probability distribution
- bayesian network models
- probabilistic model
- bayesian estimation
- random variables
- genetic algorithm
- probabilistic reasoning
- continuous variables
- foreign exchange
- conditional probability tables
- exact inference
- joint probability distributions
- markov blanket
- trading strategies
- bayesian learning
- approximate inference
- expert knowledge
- naive bayes