Multi-Process Models - An Application for the Construction of Financial Factor Models

Kevin R. Keane, Jason J. Corso. Multi-Process Models - An Application for the Construction of Financial Factor Models. In Kathryn Blackmond Laskey, Jim Jones, Russell Almond, editors, Proceedings of the Eleventh UAI Bayesian Modeling Applications Workshop co-located with the 30th Conference on Uncertainty in Artificial Intelligence, BMA@UAI 2014, Quebec City, Quebec, Canada, July 27, 2014. Volume 1218 of CEUR Workshop Proceedings, pages 20-30, CEUR-WS.org, 2014. [doi]

Abstract

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