Graphical models and variational Bayesian inference for financial networks

• المؤلف الرئيسي: Xin, Luyin
• مؤلفون آخرون: Justin Dauwels
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2019
• الموضوعات: DRNTU::Engineering::Computer science and engineering::Mathematics of computing::Probability and statistics; DRNTU::Science::Mathematics::Statistics
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/77046
• المؤسسة: 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...