Stock Trading by Modelling Price Trend with Dynamic Bayesian Networks.

Jangmin O Jae Won Lee Sung-Bae Park Byoung-Tak Zhang

Published in: IDEAL (2004)

Keyphrases

dynamic bayesian networks
stock trading
bayesian networks
particle filtering
stock market
financial data
approximate inference
stock exchange
stock data
structure learning
state variables
data analysis
pairwise
maximum likelihood