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Please use this identifier to cite or link to this item: https://digital.lib.ueh.edu.vn/handle/UEH/62277
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dc.contributor.authorNguyen D.T.-
dc.contributor.otherNguyen S.P.-
dc.contributor.otherPham U.H.-
dc.contributor.otherNguyen T.D.-
dc.date.accessioned2021-09-05T02:41:52Z-
dc.date.available2021-09-05T02:41:52Z-
dc.date.issued2018-
dc.identifier.isbn9783319709420-
dc.identifier.urihttp://digital.lib.ueh.edu.vn/handle/UEH/62277-
dc.description.abstractFinding effective methods to compute or estimate posterior distributions of model parameters is of paramount importance in Bayesian statistics. In fact, Bayesian inference has only been extraordinarily popular in applications after the births of efficient algorithms like the Monte Carlo Markov Chain. Practicality of posterior distributions depends heavily on the combination of likelihood functions and prior distributions. In certain cases, closed-form formulas for posterior distributions can be attained; in this paper, based on the theory of distortion functions, a calibration-like method to calculate explicitly the posterior distributions for three crucial models, namely the normal, Poisson and Bernoulli is introduced. The paper ends with some applications in stock market.en
dc.formatPortable Document Format (PDF)-
dc.language.isoeng-
dc.publisherSpringer Verlag-
dc.relation.ispartofInternational Conference of the Thailand Econometrics Society. Predictive Econometrics and Big Data. TES 2018. Studies in Computational Intelligence-
dc.relation.ispartofseriesVol. 753-
dc.rightsSpringer International Publishing AG 2018-
dc.subjectBayesian statisticsen
dc.subjectCalibrationen
dc.subjectDistortion functionen
dc.subjectPosterior estimationen
dc.subjectStock marketen
dc.titleA calibration-based method in computing bayesian posterior distributions with applications in stock marketen
dc.typeConference Paperen
dc.identifier.doihttps://doi.org/10.1007/978-3-319-70942-0_10-
dc.format.firstpage182-
dc.format.lastpage191-
item.cerifentitytypePublications-
item.languageiso639-1en-
item.openairetypeConference Paper-
item.grantfulltextnone-
item.fulltextOnly abstracts-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
Appears in Collections:Conference Papers
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