Bayesian Machine Learning in Quantitative Finance

Bayesian Machine Learning in Quantitative Finance

Theory and Practical Applications

Versandkostenfrei!
Versandfertig in 1-2 Wochen
112,99 €
inkl. MwSt.
Weitere Ausgaben:
PAYBACK Punkte
56 °P sammeln!
This book offers a comprehensive discussion of the Bayesian inference framework and demonstrates why this probabilistic approach is ideal for tackling the various modelling problems within quantitative finance. It demonstrates how advanced Bayesian machine learning techniques can be applied within financial engineering, investment portfolio management, insurance, municipal finance management as well as banking.The book covers a broad range of modelling approaches, including Bayesian neural networks, Gaussian processes and Markov Chain Monte Carlo methods. It also discusses the utility of Bayes...