Financial forecasting with probabilistic programming and Pyro

(Last Updated On: February 2, 2018)

Financial forecasting with probabilistic programming and Pyro

Lots of tutorials here

  1. Simple time series forecasting (and mistakes done)
  2. Correct 1D time series forecasting + backtesting
  3. Multivariate time series forecasting
  4. Volatility forecasting and custom losses
  5. Multitask and multimodal learning
  6. Hyperparameters optimization
  7. Enhancing classical strategies with neural nets
  8. rn recognition and machine learning
  9. Bayesian methods for hackers
  10. Documentations of libraries below

This current tutorial is here:

medium.com/@alexrachnog/financial-forecasting-with-probabilistic-programming-and-pyro-db68ab1a1dba

View story at Medium.com

View story at Medium.com

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
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About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs