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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| Format: | Doctoral Thesis |
| Language: | English |
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KTH, Matematisk statistik
2016
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| 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 |