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Bayesian Machine Learning in Quantitative Finance: Theory and Practical Applications Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala ebook

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• Format: pdf / epub / kindle
• ISBN: 9783031884313
• Publisher: Palgrave Macmillan

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Overview 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...