Dynamic dependence networks: Financial time series forecasting and portfolio decisions (Q4624956)
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scientific article; zbMATH DE number 7026389
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic dependence networks: Financial time series forecasting and portfolio decisions |
scientific article; zbMATH DE number 7026389 |
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Dynamic dependence networks: Financial time series forecasting and portfolio decisions (English)
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20 February 2019
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Bayesian forecasting
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discount model averaging
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dynamic graphical model
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graphical model uncertainty
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multiregression dynamic model
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portfolio optimization
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sparse dynamics
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