Gated Bayesian networks for algorithmic trading
نویسندگان
چکیده
منابع مشابه
Gated Bayesian networks for algorithmic trading
This paper introduces a new probabilistic graphical model called gated Bayesian network (GBN). This model evolved from the need to represent processes that include several distinct phases. In essence, a GBN is a model that combines several Bayesian networks (BNs) in such a manner that they may be active or inactive during queries to the model. We use objects called gates to combine BNs, and to ...
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ژورنال
عنوان ژورنال: International Journal of Approximate Reasoning
سال: 2016
ISSN: 0888-613X
DOI: 10.1016/j.ijar.2015.11.002