Wilson Tsakane Mongwe: Bayesian Machine Learning in Quantitative Finance, Gebunden
Bayesian Machine Learning in Quantitative Finance
- Theory and Practical Applications
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- Verlag:
- Palgrave Macmillan, 06/2025
- Einband:
- Gebunden
- Sprache:
- Englisch
- ISBN-13:
- 9783031884306
- Umfang:
- 372 Seiten
- Gewicht:
- 591 g
- Maße:
- 216 x 153 mm
- Stärke:
- 25 mm
- Erscheinungstermin:
- 22.6.2025
- Hinweis
-
Achtung: Artikel ist nicht in deutscher Sprache!
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Klappentext
1 Introduction To Bayesian Machine Learning In Quantitative Finance.- 2 Background To Bayesian Machine Learning In Quantitative Finance.- 3 On the Stochastic Alpha Beta Rho Model and Hamiltonian Monte Carlo Techniques.- 4 Learning Equity Volatility Surfaces using Sparse Gaussian Processes.- 5 Analyzing South African Equity Option Prices Using Normalizing Flows.- 6 Sparse and Distributed Gaussian Processes For Modeling Corporate Credit Ratings.- 7 Bayesian Detection Of Recovery On Charged-Off Loan Accounts.- 8 Bayesian Audit Outcome Model Selection Using Normalising Flows.- 9 Bayesian Detection Of Unauthorized Expenditure Using Langevin and Hamiltonian Monte Carlo.- 10 Bayesian Neural Network Inference Of Motor Insurance Claims.- 11 Shadow and Adaptive Hamiltonian Monte Carlo Methods For Calibrating The Nelson and Siegel Model.- 12 Static and Dynamic Nested Sampling For Yield Curve Model Selection.- 13 A Bayesian Investment Analyst On The Johannesburg Stock Exchange.- 14 Conclusions to Bayesian Machine Learning In Quantitative Finance.