Stock market trend prediction using dynamical Bayesian factor graph

作者：

Highlights：

• Dynamical Bayesian factor graph is developed to predict stock market trend.

• Structural changes in the adjacent graphs predict changes in market trend.

• We effectively analyse market trends in the Chinese and US stock market.

摘要

•Dynamical Bayesian factor graph is developed to predict stock market trend.•Structural changes in the adjacent graphs predict changes in market trend.•We effectively analyse market trends in the Chinese and US stock market.

论文关键词：Dynamical Bayesian factor graph,Macroeconomic factors,Market trend prediction

论文评审过程：Available online 20 March 2015.

论文官网地址：https://doi.org/10.1016/j.eswa.2015.01.035