Inference in Temporal Graphical Models

This thesis develops mathematical tools used to model and forecast different economic phenomena. The primary starting point is the temporal graphical model. Four main topics, all with applications in finance, are studied. The first two papers develop inference methods for networks of continuous time...

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Bibliographic Details
Main Author: Hallgren, Jonas
Format: Doctoral Thesis
Language:English
Published: KTH, Matematisk statistik 2016
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-193934
http://nbn-resolving.de/urn:isbn:978-91-7729-115-2