Approximating non-Gaussian Bayesian networks using minimum information vine model with applications in financial modelling | |
Chatrabgoun, Omid; Hosseinian-Far, Amin; Chang, Victor; Stocks, Nigel G.; Daneshkhah, Alireza | |
刊名 | JOURNAL OF COMPUTATIONAL SCIENCE |
2018 | |
卷号 | 24页码:266-276 |
关键词 | Bayesian network Vine Probabilistic financial modelling Entropy Directed acyclic graph Copula Orthonormal series |
ISSN号 | 1877-7503 |
URL标识 | 查看原文 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/2916828 |
专题 | 西安交通大学 |
推荐引用方式 GB/T 7714 | Chatrabgoun, Omid,Hosseinian-Far, Amin,Chang, Victor,et al. Approximating non-Gaussian Bayesian networks using minimum information vine model with applications in financial modelling[J]. JOURNAL OF COMPUTATIONAL SCIENCE,2018,24:266-276. |
APA | Chatrabgoun, Omid,Hosseinian-Far, Amin,Chang, Victor,Stocks, Nigel G.,&Daneshkhah, Alireza.(2018).Approximating non-Gaussian Bayesian networks using minimum information vine model with applications in financial modelling.JOURNAL OF COMPUTATIONAL SCIENCE,24,266-276. |
MLA | Chatrabgoun, Omid,et al."Approximating non-Gaussian Bayesian networks using minimum information vine model with applications in financial modelling".JOURNAL OF COMPUTATIONAL SCIENCE 24(2018):266-276. |
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