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...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2022
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Online Access: | View Fulltext in Publisher |