https://github.com/gstechschulte/bayesian_returns

Using Bayesian inference to incorporate a forward looking prior to compute the uncertainty of equity returns and volatility.
https://github.com/gstechschulte/bayesian_returns

bayesian-inference equity-markets probabilistic-programming stock-data

Last synced: 24 days ago
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Using Bayesian inference to incorporate a forward looking prior to compute the uncertainty of equity returns and volatility.

• Host: GitHub
• URL: https://github.com/gstechschulte/bayesian_returns
• Owner: GStechschulte
• License: mit
• Created: 2021-01-13T18:30:16.000Z (almost 4 years ago)
• Default Branch: main
• Last Pushed: 2021-05-19T08:24:02.000Z (over 3 years ago)
• Last Synced: 2024-04-23T13:52:55.405Z (7 months ago)
• Topics: bayesian-inference, equity-markets, probabilistic-programming, stock-data
• Language: Jupyter Notebook
• Homepage:
• Size: 1.06 MB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0

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