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

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+Mixed membership stochastic blockmodels
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+Efficient Gaussian process regression for large datasets
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+Nonparametric Bayes dynamic modelling of relational data
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+Common risk factors in the returns on stocks and bonds
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+Markov Graphs
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+Asset Trees and Asset Graphs in Financial Markets
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+Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
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+Random graph models for temporal processes in social networks*
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+Analysis of Financial Time Series
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+A state-space mixed membership blockmodel for dynamic network tomography
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+Locally Adaptive Bayes Nonparametric Regression via Nested Gaussian Processes
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+.1016/J.SPL.2014.06.015
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