Application of time-series quantum generative model to financial data.
Shun OkumuraMasayuki OhzekiMasaya AbePublished in: CoRR (2024)
Keyphrases
- generative model
- financial data
- probabilistic model
- em algorithm
- stock price
- stock market
- bayesian framework
- expectation maximization
- prior knowledge
- bankruptcy prediction
- latent dirichlet allocation
- topic models
- multivariate time series
- maximum likelihood
- financial time series
- data sets
- stock trading
- stock market data
- generative and discriminative models