Gated Bayesian networks for algorithmic trading
DOI10.1016/J.IJAR.2015.11.002zbMATH Open1415.91331OpenAlexW2175529102MaRDI QIDQ899466FDOQ899466
Publication date: 28 December 2015
Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ijar.2015.11.002
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Bayesian inference (62F15) Learning and adaptive systems in artificial intelligence (68T05) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04) Actuarial science and mathematical finance (91G99)
Cites Work
- Conditional independence and chain event graphs
- The dynamic chain event graph
- Sequential influence diagrams: a unified asymmetry framework
- Bayesian Networks and Decision Graphs
- Universal Portfolios
- Discrete Bayesian Network Classifiers
- On‐Line Portfolio Selection Using Multiplicative Updates
- Technical analysis of stock trends.
- Online portfolio selection
- Bayesian Artificial Intelligence
- Every LWF and AMP Chain Graph Originates from a Set of Causal Models
- Adapting Bayes network structures to non-stationary domains
Cited In (2)
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