計量ファイナンスにおけるベイズ機械学習
Bayesian Machine Learning in Quantitative Finance
Theory and Practical Applications
Mongwe, Wilson Tsakane
Mbuvha, Rendani
Marwala, Tshilidzi
- 内容紹介:
-
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.