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Fund Performance Evaluation Based on Bayesian Model and Machine Learning Algorithm

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  • Shuanbao Li
  • Shenming Qu
  • Wen-Tsao Pan

Abstract

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.

Suggested Citation

  • Shuanbao Li & Shenming Qu & Wen-Tsao Pan, 2022. "Fund Performance Evaluation Based on Bayesian Model and Machine Learning Algorithm," Discrete Dynamics in Nature and Society, Hindawi, vol. 2022, pages 1-11, April.
    • Handle: RePEc:hin:jnddns:2467521
    DOI: 10.1155/2022/2467521
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