Emergent and spontaneous computation of factor relationships from a large factor set

DOI10.1016/j.jedc.2008.04.005zbMath1181.91075OpenAlexW2026196545MaRDI QIDQ2654436

Yanyan Li

Publication date: 19 January 2010

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2008.04.005

zbMATH Keywords

asset pricingBayesian inferenceBayesian networkfinancial factor analysis

Mathematics Subject Classification ID

Related Items (1)

Efficient and effective Bayesian network local structure learning

Cites Work

• Information and entropy econometrics -- editor's view.
• Information processing and Bayesian analysis.
• Asset Prices in an Exchange Economy
• An intertemporal asset pricing model with stochastic consumption and investment opportunities
• Recursive conditioning
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