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...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Final Year Project |
| Language: | English |
| Published: |
2019
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/77046 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Nanyang Technological University |
| Language: | English |