Financial forecasting with probabilistic programming and Pyro
Financial forecasting with probabilistic programming and Pyro Lots of tutorials here Simple time series forecasting (and mistakes done) Correct 1D time series forecasting + backtesting Multivariate time series forecasting Volatility forecasting and custom losses Multitask and multimodal learning Hyperparameters optimization Enhancing classical strategies with neural nets rn recognition and machine learning Bayesian methods for hackers …
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