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Gated Bayesian networks for algorithmic trading

Published:2016-02 Issue: Volume:69 Page:58-80
ISSN:0888-613X
Container-title:International Journal of Approximate Reasoning
language:en
Short-container-title:International Journal of Approximate Reasoning

Author:

Bendtsen Marcus,Peña Jose M.

Funder

Center for Industrial Information Technology, Linköping University

Linköping University

Swedish Research Council

Publisher

Elsevier BV

Subject

Applied Mathematics,Artificial Intelligence,Theoretical Computer Science,Software

Reference35 articles.

1. Probabilistic Reasoning in Intelligent Systems: Networks of Plausible Inference;Pearl,1988

2. Bayesian Networks and Decision Graphs;Jensen,2007

3. Bayesian Artificial Intelligence;Korb,2011

4. Algorithmic trading review;Treleaven;Commun. ACM,2013

5. Algorithmic trading;Nuti;Computer,2011

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