Wang, Zitian; Wang, Lili; Tan, Shaohua - In: Journal of Economic Dynamics and Control 32 (2008) 12, pp. 3939-3959
We propose a systematic factor analysis approach using the Bayesian Network (BN) framework by taking great advantage of the information conveyed in the large amount of financial data, as well as experts' personal insight and additional evidence. First, we build the BN for a large set of...