GlobalSpec

Chapter 7: Bayesian Forecasting of Options Prices A Natural Framework for Pooling Historical and Implied Volatility Information

Bayesian statistical methods are naturally oriented towards pooling, in a rigorous way, information coming from separate sources. It has been suggested that both historical and implied volatilities ...
JSTOR Daily

Vol. 26, No. 4, October 2016, Bayesian Inference, Environment Statistics, Time Series Analysis, and Their Applications

BAYESIAN FORECASTING OF DEMOGRAPHIC RATES FOR SMALL AREAS: EMIGRATION RATES BY AGE, SEX, AND REGION IN NEW ZEALAND, 2014-2038 BAYESIAN FORECASTING OF DEMOGRAPHIC RATES FOR SMALL AREAS: EMIGRATION ...
CU Boulder News & Events

Bayesian Hierarchical Network Model for Forecasting Daily River Stage in a River Network

A novel Bayesian Hierarchical Network Model (BHNM) is designed for ensemble predictions of daily river stage, leveraging the spatial interdependence of river networks and hydrometeorological variables ...
lse

Bayesian Machine Learning

This course is available on the MSc in Applied Social Data Science, MSc in Data Science, MSc in Econometrics and Mathematical Economics, MSc in Financial Statistics, MSc in Financial Statistics ...