Graphical models and variational Bayesian inference for financial networks
After the 2008 financial crisis, researchers found it’s necessary to understand the financial market as a network of institutions where connections among participants play an essential role in the contagion of systemic risk. To learn financial networks, network models based on correlations are su...
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| Format: | Final Year Project (FYP) |
| Language: | English |
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2019
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| Online Access: | http://hdl.handle.net/10356/77046 |