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Exchangeable models of financial correlations matrices. Bayesian nonparametric models and network derived measures of financial assets Cover

Exchangeable models of financial correlations matrices. Bayesian nonparametric models and network derived measures of financial assets

Proceedings of the International Conference on Applied Statistics
Volume 1 (2019): Issue 1 (October 2019)
By: Sorin Opincariu and  Stefan Ionescu  
Open Access
|Feb 2020

Authors

Sorin Opincariu

sopincariu@live.com

Bucharest University of Economic studies, Bucharest, Romania

Stefan Ionescu

stefan.ionescu@profesor.rau.ro

Romanian American University, Bucharest, Romania
DOI: https://doi.org/10.2478/icas-2019-0032 | Journal eISSN: 2668-6309
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Language: English
Page range: 374 - 383
Published on: Feb 13, 2020
Published by: Grupul de Econometrie Aplicata
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Keywords:
Exchangeability,
Correlation,
Bayesian neural networks,
Centrality,
Networks
Related subjects:
Computer sciences,
Artificial intelligence,
Business and economics,
Political economics,
Macroeconomics,
Mathematics and statistics for economists,
Statistics,
Econometrics

© 2020 Sorin Opincariu, Stefan Ionescu, published by Grupul de Econometrie Aplicata
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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