Graphical models and variational Bayesian inference for financial networks

• Main Author: Xin, Luyin
• Other Authors: Justin Dauwels
• Format: Final Year Project
• Language: English
• Published: 2019
• Subjects: DRNTU::Engineering::Computer science and engineering::Mathematics of computing::Probability and statistics; DRNTU::Science::Mathematics::Statistics
• Online Access: http://hdl.handle.net/10356/77046
• Institution: Nanyang Technological University

After the 2008 financial crisis, researchers found it’s necessary to understand the financial market as a network of institutions where connections among participants play an essential role in the contagion of systemic risk. To learn financial networks, network models based on correlations are su...