Bayesian Machine Learning in Quantitative Finance
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Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-031-88431-3
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Book Chapters
The following chapters of this book are listed in IDEAS- Wilson Tsakane Mongwe & Rendani Mbuvha & Tshilidzi Marwala, 2025. "Introduction to Bayesian Machine Learning in Quantitative Finance," Springer Books, in: Bayesian Machine Learning in Quantitative Finance, chapter 0, pages 1-12, Springer.
- Wilson Tsakane Mongwe & Rendani Mbuvha & Tshilidzi Marwala, 2025. "Background to Bayesian Machine Learning in Quantitative Finance," Springer Books, in: Bayesian Machine Learning in Quantitative Finance, chapter 0, pages 13-30, Springer.
- Wilson Tsakane Mongwe & Rendani Mbuvha & Tshilidzi Marwala, 2025. "On the Stochastic Alpha Beta Rho Model and Hamiltonian Monte Carlo Techniques," Springer Books, in: Bayesian Machine Learning in Quantitative Finance, chapter 0, pages 31-59, Springer.
- Wilson Tsakane Mongwe & Rendani Mbuvha & Tshilidzi Marwala, 2025. "Learning Equity Volatility Surfaces Using Sparse Gaussian Processes," Springer Books, in: Bayesian Machine Learning in Quantitative Finance, chapter 0, pages 61-86, Springer.
- Wilson Tsakane Mongwe & Rendani Mbuvha & Tshilidzi Marwala, 2025. "Analyzing South African Equity Option Prices Using Normalizing Flows," Springer Books, in: Bayesian Machine Learning in Quantitative Finance, chapter 0, pages 87-103, Springer.
- Wilson Tsakane Mongwe & Rendani Mbuvha & Tshilidzi Marwala, 2025. "Sparse and Distributed Gaussian Processes for Modeling Corporate Credit Ratings," Springer Books, in: Bayesian Machine Learning in Quantitative Finance, chapter 0, pages 105-121, Springer.
- Wilson Tsakane Mongwe & Rendani Mbuvha & Tshilidzi Marwala, 2025. "Bayesian Detection of Recovery on Charged-Off Loan Accounts," Springer Books, in: Bayesian Machine Learning in Quantitative Finance, chapter 0, pages 123-146, Springer.
- Wilson Tsakane Mongwe & Rendani Mbuvha & Tshilidzi Marwala, 2025. "Bayesian Audit Outcome Model Selection Using Normalizing Flows," Springer Books, in: Bayesian Machine Learning in Quantitative Finance, chapter 0, pages 147-180, Springer.
- Wilson Tsakane Mongwe & Rendani Mbuvha & Tshilidzi Marwala, 2025. "Bayesian Detection of Unauthorized Expenditure Using Langevin and Hamiltonian Monte Carlo," Springer Books, in: Bayesian Machine Learning in Quantitative Finance, chapter 0, pages 181-204, Springer.
- Wilson Tsakane Mongwe & Rendani Mbuvha & Tshilidzi Marwala, 2025. "Bayesian Neural Network Inference of Motor Insurance Claims," Springer Books, in: Bayesian Machine Learning in Quantitative Finance, chapter 0, pages 205-223, Springer.
- Wilson Tsakane Mongwe & Rendani Mbuvha & Tshilidzi Marwala, 2025. "Shadow and Adaptive Hamiltonian Monte Carlo Methods for Calibrating the Nelson and Siegel Model," Springer Books, in: Bayesian Machine Learning in Quantitative Finance, chapter 0, pages 225-249, Springer.
- Wilson Tsakane Mongwe & Rendani Mbuvha & Tshilidzi Marwala, 2025. "Static and Dynamic Nested Sampling for Yield Curve Model Selection," Springer Books, in: Bayesian Machine Learning in Quantitative Finance, chapter 0, pages 251-280, Springer.
- Wilson Tsakane Mongwe & Rendani Mbuvha & Tshilidzi Marwala, 2025. "A Bayesian Investment Analyst on the Johannesburg Stock Exchange," Springer Books, in: Bayesian Machine Learning in Quantitative Finance, chapter 0, pages 281-311, Springer.
- Wilson Tsakane Mongwe & Rendani Mbuvha & Tshilidzi Marwala, 2025. "Conclusions to Bayesian Machine Learning in Quantitative Finance," Springer Books, in: Bayesian Machine Learning in Quantitative Finance, chapter 0, pages 313-325, Springer.
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