Bayesian dynamic financial networks with time-varying predictors (Q395955): Difference between revisions

@@ Property / DOI @@
-.1016/j.spl.2014.06.015
@@ Property / DOI: 10.1016/j.spl.2014.06.015 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F15
@@ Property / Mathematics Subject Classification ID: 62F15 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G05
@@ Property / Mathematics Subject Classification ID: 62G05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
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@@ Property / zbMATH DE Number @@
+6327886
@@ Property / zbMATH DE Number: 6327886 / rank @@
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@@ Property / zbMATH Keywords @@
+co-movement
@@ Property / zbMATH Keywords: co-movement / rank @@
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@@ Property / zbMATH Keywords @@
+edge covariates
@@ Property / zbMATH Keywords: edge covariates / rank @@
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@@ Property / zbMATH Keywords @@
+financial network
@@ Property / zbMATH Keywords: financial network / rank @@
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@@ Property / zbMATH Keywords @@
+Gaussian process
@@ Property / zbMATH Keywords: Gaussian process / rank @@
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@@ Property / zbMATH Keywords @@
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@@ Property / zbMATH Keywords: latent space / rank @@
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@@ Property / describes a project that uses @@
+FinTS
@@ Property / describes a project that uses: FinTS / rank @@
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@@ Property / describes a project that uses @@
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@@ Property / describes a project that uses: BayesLogit / rank @@
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@@ Property / arXiv ID: 1403.2272 / rank @@
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@@ Property / cites work @@
+Mixed membership stochastic blockmodels
@@ Property / cites work: Mixed membership stochastic blockmodels / rank @@
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@@ Property / cites work @@
+Efficient Gaussian process regression for large datasets
+Normal rank
@@ Property / cites work @@
+The Pólya-gamma Gibbs sampler for Bayesian logistic regression is uniformly ergodic
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@@ Property / cites work @@
+Nonparametric Bayes dynamic modelling of relational data
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@@ Property / cites work @@
+Q2934046
@@ Property / cites work: Q2934046 / rank @@
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@@ Property / cites work @@
+Common risk factors in the returns on stocks and bonds
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+Markov Graphs
@@ Property / cites work: Markov Graphs / rank @@
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@@ Property / cites work @@
+Latent Space Approaches to Social Network Analysis
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@@ Property / cites work @@
+Estimation and Prediction for Stochastic Blockstructures
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@@ Property / cites work @@
+Asset Trees and Asset Graphs in Financial Markets
@@ Property / cites work: Asset Trees and Asset Graphs in Financial Markets / rank @@
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@@ Property / cites work @@
+Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
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@@ Property / cites work @@
+Random graph models for temporal processes in social networks*
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@@ Property / cites work @@
+Analysis of Financial Time Series
@@ Property / cites work: Analysis of Financial Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+A state-space mixed membership blockmodel for dynamic network tomography
+Normal rank
@@ Property / cites work @@
+Locally Adaptive Bayes Nonparametric Regression via Nested Gaussian Processes
+Normal rank
@@ Property / DOI @@
+.1016/J.SPL.2014.06.015
@@ Property / DOI: 10.1016/J.SPL.2014.06.015 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:395955