Discussion of ‘Dynamic dependence networks: financial time series forecasting and portfolio decisions’

DOI10.1002/ASMB.2165zbMath1411.62306OpenAlexW2431815168MaRDI QIDQ4624958

Steven L. Scott

Publication date: 20 February 2019

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.2165

zbMATH Keywords

financial time series forecastingportfolio decisionsdependence networks

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

Cites Work

• Inferring causal impact using Bayesian structural time-series models
• Predicting the present with Bayesian structural time series
• Unnamed Item

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