Profiting from an inefficient association football gambling market: Prediction, risk and uncertainty using Bayesian networks.
Anthony C. ConstantinouNorman E. FentonMartin NeilPublished in: Knowl. Based Syst. (2013)
Keyphrases
- bayesian networks
- risk aversion
- risk averse
- risk neutral
- expected utility
- conditional probabilities
- risk measures
- prediction accuracy
- black scholes
- uncertain knowledge
- utility theory
- decision making
- decision theory
- portfolio management
- utility function
- probabilistic inference
- stock market
- prediction model
- optimal portfolio
- prediction error
- stock exchange
- financial time series
- learning bayesian networks
- prediction algorithm
- belief networks
- structure learning
- probabilistic model
- stochastic programming
- probabilistic reasoning
- risk assessment
- random variables
- probabilistic knowledge
- decision makers
- graphical models
- market data
- financial crisis
- multiply sectioned bayesian networks
- investment decisions
- diagnostic reasoning
- real option
- portfolio optimization
- credit risk
- financial data
- high risk
- expert knowledge
- probability distribution