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Bayesian analysis for estimating the markets with Matlab source code. Same process to find Malaysian lost plane MH370

(Last Updated On: April 18, 2014)

Bayesian analysis for estimating the markets with Matlab source code. Same process to find Malaysian lost plane MH370

Same analytical process to find lost plane MH370
http://mi.eng.cam.ac.uk/~mjfg/local/4F10/ derived
http://www.cs.ubc.ca/~murphyk/Bayes/bnintro.html <– mostly definitions but pg 2 has good diagram of ‘generative models’ (also refer to A generative model for generative models section)

Click to access lect1.2up.pdf

https://code.google.com/p/bnt/ <– Bayes Net framework!!
Various Bayesian Vector Autoregression code:
https://sites.google.com/site/dimitriskorobilis/matlab/code-for-vars
https://sites.google.com/site/dimitriskorobilis/matlab/code-for-vars
https://sites.google.com/site/dimitriskorobilis/matlab/bss
http://alumni.cs.ucr.edu/~mvlachos/PKDD05/PKDD05_Handout.pdf <– Another really good time series presentation with Matlab overview (very advanced with some models I have not seen before)
Course with Bayesian included: http://faculty.wcas.northwestern.edu/~lchrist/course/syllabus.htm
Handout: http://faculty.wcas.northwestern.edu/~lchrist/course/presentation1.pdf <– no code
http://www.stat.duke.edu/~mw/Prado+West-JSMCE-2014webpages.pdf <– no cod

Bayesian Matlab excerise: http://personal.strath.ac.uk/gary.koop/MoF_Computer_Session4.pdf
Code at: http://personal.strath.ac.uk/gary.koop/Polish_Ministry_of_Finance_course.html
Naive bayes and conditional probability calculation http://stackoverflow.com/questions/19744115/naive-bayes-and-conditional-probability-calculation <– source code provided
Mentions tutorial

http://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp1521.pdf <– how the ECB uses it

http://fmwww.bc.edu/ec-p/software/matlab/mbook.pdf <– massive 300+ with Matlab code examples

http://venus.unive.it/r.casarin/Summer2013/SlidesCasarinSMC.pdf <-chapter dedicated to Bayesian but not code

http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.116.711&rep=rep1&type=pdf <– no code

http://stat.duke.edu/research/BEST/BEST2011-12/Xie.pdf <–excellent analytic article but no code

http://personal.strath.ac.uk/gary.koop/KoKo_Manual.pdf <– code references but may be duplicated  http://personal.strath.ac.uk/gary.koop/Polish_Ministry_of_Finance_course.html

NOTE: Most of the internal help topics on Bayesian have been covered by other model analysis

Video from https://quantlabs.net/blog/2014/04/intro-to-baynesian-analysis-network-toolbox-in-matlab/

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