Graphical models and variational Bayesian inference for financial networks

Graphical models and variational Bayesian inference for financial networks

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...

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書目詳細資料
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
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Nanyang Technological University
語言:	English

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