Gated Bayesian networks for algorithmic trading

DOI10.1016/J.IJAR.2015.11.002zbMath1415.91331OpenAlexW2175529102MaRDI QIDQ899466

Marcus Bendtsen, José-Maria Peña

Publication date: 28 December 2015

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijar.2015.11.002

zbMATH Keywords

Bayesian networksdecision supportprobabilistic graphical modelsalgorithmic trading

Mathematics Subject Classification ID

Bayesian inference (62F15) Learning and adaptive systems in artificial intelligence (68T05) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04) Actuarial science and mathematical finance (91G99)

Related Items (2)

Causal effect identification in acyclic directed mixed graphs and gated models ⋮ Algorithmic trading for online portfolio selection under limited market liquidity

Cites Work

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• Universal Portfolios
• On‐Line Portfolio Selection Using Multiplicative Updates
• Online portfolio selection
• Discrete Bayesian Network Classifiers

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