By Topic

Incremental Learning Bayesian Networks for Financial Data Modeling

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$33 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Da Shi ; State Key Laboratory of Machine Perception, Peking University, 100871 Beijing, China. ; Shaohua Tan

Discovering underlying relationships among financial variables will strongly support various financial researches. In this paper, A novel incremental learning algorithm for Bayesian networks is proposed to build up the relationships among financial variables automatically. Our algorithm can partially update the learned structure according to the new generated financial data, which provide a realtime guarantee on our algorithm. Experiment results show that our algorithm outperforms all the available incremental learning algorithms, even some widely used batch learning algorithms for Bayesian networks both on classic data sets and real financial data sets.

Published in:

2007 IEEE 22nd International Symposium on Intelligent Control

Date of Conference:

1-3 Oct. 2007