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Research ArticleOpen accessIn the author namesStock Trading Using PE Ratio Based on Bayesian InferenceHaizhen Wang, Ratthachat Chatpatanasiri, Pairote SattayathamThe Price Earnings (PE) ratio is one of the most widely applied tool for the firm valuation in a security market. Unfortunately, recent academic developments in financial econometrics and machine learning have rarely looked at this tool. In the paper, we propose to formalize a process of fundamental PE ratio estimation by employing Dynamic Bayesian Network (DBN) methodology. Forward-backward inference … …Journal of Mathematics and Statistics, Vol. 13, Issue 3 · 29 Sep 2017 · 7,425 accessesView PDF Cite

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