Stock market trend prediction using dynamical Bayesian factor graph.
Lili WangZitian WangShuai ZhaoShaohua TanPublished in: Expert Syst. Appl. (2015)
Keyphrases
- stock market
- financial time series
- factor graphs
- short term
- stock price
- graphical models
- message passing
- belief propagation
- stock exchange
- trading rules
- financial data
- stock returns
- financial markets
- latent variables
- stock trading
- stock index futures
- prediction model
- listed companies
- posterior distribution
- bayesian networks
- financial news
- approximate inference
- maximum likelihood
- markov random field
- higher order
- investment strategies
- garch model
- stock data
- probabilistic inference
- model selection