Simulation of stock market investor behavior based on bayesian learning and complex network.
Qianyun YangXiaoyan WangPublished in: J. Intell. Fuzzy Syst. (2021)
Keyphrases
- stock market
- bayesian learning
- complex networks
- model selection
- stock price
- short term
- financial time series
- posterior distribution
- financial markets
- trading rules
- social networks
- stock exchange
- social network analysis
- financial data
- scale free
- long term
- financial news
- garch model
- stock data
- maximum likelihood
- machine learning
- information theoretic concepts
- regression model
- parameter estimation
- investment strategies
- stock trading
- stock index futures