Bayesian generative modelling of stock returns
In this presentation I use PyMC3 to go over the basics of stock price and stock returns modelling, and an overview of the early stochastic volatility models (Clark, Taylor, Hull & White, Wiggins).
My blog: http://www.simonouellette.com/
URL for the source code for this presentation:
https://github.com/SimonOuellette35/SVModels
Видео Bayesian generative modelling of stock returns канала Simon Ouellette
My blog: http://www.simonouellette.com/
URL for the source code for this presentation:
https://github.com/SimonOuellette35/SVModels
Видео Bayesian generative modelling of stock returns канала Simon Ouellette
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