A semi-naive Bayes model to forecast the probability distribution of excess returns in the U.S. stock market

Reza Khosravani. A semi-naive Bayes model to forecast the probability distribution of excess returns in the U.S. stock market. In Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2012, New York City, NY, USA, March 29-30, 2012. pages 1-5, IEEE, 2012. [doi]

Abstract

Abstract is missing.