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Bayesian Machine Learning in Quantitative Finance: Theory and Practical Applications

Bayesian Machine Learning in Quantitative Finance: Theory and Practical Applications

Hardcover

EconomicsInvesting & FinanceGeneral Computers

ISBN10: 3031884302
ISBN13: 9783031884306
Publisher: Palgrave MacMillan
Published: Jun 22 2025
Pages: 329
Weight: 1.31
Height: 0.88 Width: 5.83 Depth: 8.27
Language: English
This book offers a comprehensive discussion of the Bayesian inference framework and demonstrates why this probabilistic approach is ideal for tackling the various modelling problems within quantitative finance. It demonstrates how advanced Bayesian machine learning techniques can be applied within financial engineering, investment portfolio management, insurance, municipal finance management as well as banking.

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