A Probabilistic Guide for Domestic Stocks Delisting Risk from the Nature of Bayesian Matrix.
Runnan ChenLei ZhangPublished in: MMBD (2023)
Keyphrases
- bayesian networks
- posterior probability
- data driven
- decision theory
- united states
- maximum likelihood
- risk assessment
- stock exchange
- probabilistic model
- generative model
- prior probabilities
- linear algebra
- investment decisions
- uncertain data
- low rank
- portfolio optimization
- high risk
- risk measures
- risk factors
- market data
- belief networks
- stock market
- singular value decomposition
- markov chain
- decision making
- stock price
- risk management
- probability theory
- principal component analysis
- long term
- risk averse
- neural network