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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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2022-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2022/2467521 |
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| _version_ | 1832565473210793984 |
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| author | Shuanbao Li Shenming Qu |
| author_facet | Shuanbao Li Shenming Qu |
| author_sort | Shuanbao Li |
| collection | DOAJ |
| description | 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 results and data results. The results show that performance evaluation is affected by many factors, and the resistance to risk plays an important role in the whole performance evaluation. At the same time, the Bayesian model in machine learning can quickly and accurately approach the statistical results, which is of great significance for predicting performance evaluation. |
| format | Article |
| id | doaj-art-cbf24d5e9c434fe1b53d9a1202cb4a6b |
| institution | Kabale University |
| issn | 1607-887X |
| language | English |
| publishDate | 2022-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Discrete Dynamics in Nature and Society |
| spelling | doaj-art-cbf24d5e9c434fe1b53d9a1202cb4a6b2025-02-03T01:07:46ZengWileyDiscrete Dynamics in Nature and Society1607-887X2022-01-01202210.1155/2022/2467521Fund Performance Evaluation Based on Bayesian Model and Machine Learning AlgorithmShuanbao Li0Shenming Qu1School of Artificial IntelligenceSchool of SoftwareBased 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 results and data results. The results show that performance evaluation is affected by many factors, and the resistance to risk plays an important role in the whole performance evaluation. At the same time, the Bayesian model in machine learning can quickly and accurately approach the statistical results, which is of great significance for predicting performance evaluation.http://dx.doi.org/10.1155/2022/2467521 |
| spellingShingle | Shuanbao Li Shenming Qu Fund Performance Evaluation Based on Bayesian Model and Machine Learning Algorithm Discrete Dynamics in Nature and Society |
| title | Fund Performance Evaluation Based on Bayesian Model and Machine Learning Algorithm |
| title_full | Fund Performance Evaluation Based on Bayesian Model and Machine Learning Algorithm |
| title_fullStr | Fund Performance Evaluation Based on Bayesian Model and Machine Learning Algorithm |
| title_full_unstemmed | Fund Performance Evaluation Based on Bayesian Model and Machine Learning Algorithm |
| title_short | Fund Performance Evaluation Based on Bayesian Model and Machine Learning Algorithm |
| title_sort | fund performance evaluation based on bayesian model and machine learning algorithm |
| url | http://dx.doi.org/10.1155/2022/2467521 |
| work_keys_str_mv | AT shuanbaoli fundperformanceevaluationbasedonbayesianmodelandmachinelearningalgorithm AT shenmingqu fundperformanceevaluationbasedonbayesianmodelandmachinelearningalgorithm |