A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction.
Kin LamTaisheng LiuWing-Keung WongPublished in: Eur. J. Oper. Res. (2010)
Keyphrases
- bayesian model
- decision making
- stock price
- stock market
- financial crisis
- financial markets
- stock returns
- financial data
- chinese stock market
- bayesian framework
- foreign exchange
- bayesian inference
- conditional probabilities
- exchange rate
- posterior distribution
- stock exchange
- trading systems
- multi task learning
- garch model
- investment strategies
- generative model
- probability distribution