Bayesian Deep Learning and Probabilistic Forecasting of Stock Prices
This study investigates the effectiveness of Bayesian probabilistic methods for stock price forecasting on the Johannesburg Stock Exchange by implementing and comparing Gaussian process regression (GPR), Bayesian long short-term memory (Bayesian LSTM), and Bayesian neural networks (BNNs). Using dail...
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| Autores principales: | , |
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| Formato: | Artigo |
| Lenguaje: | Inglês |
| Publicado: |
MDPI AG
2026-05-01
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| Colección: | Algorithms |
| Materias: | |
| Acceso en línea: | https://www.mdpi.com/1999-4893/19/5/391 |
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