https://github.com/AlexIoannides/pymc-stochastic-process

Bayesian Inference and parameter estimation in quant finance.
https://github.com/AlexIoannides/pymc-stochastic-process

bayesian-inference probabilistic-programming pymc3 python quantitative-finance risk-modelling stochastic-processes

Last synced: 5 months ago
JSON representation

Bayesian Inference and parameter estimation in quant finance.

• Host: GitHub
• URL: https://github.com/AlexIoannides/pymc-stochastic-process
• Owner: AlexIoannides
• Created: 2019-01-04T12:30:41.000Z (over 6 years ago)
• Default Branch: master
• Last Pushed: 2019-02-18T09:56:36.000Z (about 6 years ago)
• Last Synced: 2024-11-19T19:11:57.242Z (5 months ago)
• Topics: bayesian-inference, probabilistic-programming, pymc3, python, quantitative-finance, risk-modelling, stochastic-processes
• Language: Jupyter Notebook
• Homepage: https://alexioannides.com/2019/01/18/stochastic-process-calibration-using-bayesian-inference-probabilistic-programs/
• Size: 449 KB
• Stars: 43
• Watchers: 4
• Forks: 11
• Open Issues: 1

Awesome Lists containing this project

• jimsghstars - AlexIoannides/pymc-stochastic-process - Bayesian Inference and parameter estimation in quant finance. (Jupyter Notebook)