Fund Performance Evaluation Based on Bayesian Model and Machine Learning Algorithm

Based on Bayesian method, this paper constructs a model for estimating fund performance evaluation, and uses machine learning algorithm to construct a sampler that can sample on the basis of conditional distribution. Sampling is used for stress test, so as to give the closeness of all possible test...

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Bibliographic Details
Main Authors: Li, S. (Author), Qu, S. (Author)
Format: Article
Language:English
Published: Hindawi Limited 2022
Online Access:View Fulltext in Publisher