# Bayesian Compressed Vector Autoregression for Financial Time-Series Analysis and Forecasting

> Research article (IEEE Access, 2019) · cited 25× · AI/ML

**Wikidata**: [openalex:W2912577845](https://www.wikidata.org/wiki/openalex:W2912577845)  
**Source**: https://4ort.xyz/entity/bayesian-compressed-vector-autoregression-for-financial-time-series-analysis-and-forecasting
