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
- Documentations of libraries below
This current tutorial is here:
medium.com/@alexrachnog/financial-forecasting-with-probabilistic-programming-and-pyro-db68ab1a1dba
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