Graphical models and variational Bayesian inference for financial networks

• 主要作者: Xin, Luyin
• 其他作者: Justin Dauwels
• 格式: Final Year Project
• 語言: English
• 出版: 2019
• 主題: DRNTU::Engineering::Computer science and engineering::Mathematics of computing::Probability and statistics; DRNTU::Science::Mathematics::Statistics
• 在線閱讀: http://hdl.handle.net/10356/77046
• 機構: 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...