вторник, 7 сентября 2021 г.

Bayesian, ML, Trading, Algo, Optimization

https://towardsdatascience.com/bayesian-optimization-in-trading-77202ffed530

https://www.ida.liu.se/~marbe92/pdf/learning.pdf

https://www.investopedia.com/articles/financial-theory/09/bayesian-methods-financial-modeling.asp

https://link.springer.com/article/10.1007/s11280-018-0534-9

https://www.sciencedirect.com/science/article/pii/S0888613X15001619

https://reader.elsevier.com/reader/sd/pii/S0888613X15001619?token=E1710B55464E89F220C29FFAD58794649CEAD9C5399D8C1C291B1214124FC995BA2D25F7F4C05639D5DB3B3427EB89F5&originRegion=eu-west-1&originCreation=20210907150715

https://www.mql5.com/en/articles/3172

https://c4i.gmu.edu/~pcosta/F15/data/fileserver/file/472072/filename/Paper_1570113749.pdf

https://www.amazon.com/Pairs-Trading-Bayesian-Stefan-Hollos/dp/1887187154

https://www.reddit.com/r/algotrading/comments/kfnath/who_uses_bayesian_optimization_to_tune_trading/

https://www.bayesfusion.com/?gclid=Cj0KCQjwm9yJBhDTARIsABKIcGZl9U9DyEUF1FSCI1qHiovGWkHxZbI_MfqHdGtEJx4WajCIQKhksJQaAgK1EALw_wcB

Video

https://www.youtube.com/watch?v=ccgWv_z2rns

Bayesian, ML, Video, MonteCarlo, Markov, Diistribution

https://www.youtube.com/watch?v=Ejsr3S79gcQ&list=PLEqoHzpnmTfCiJpMPccTWXD9DB4ERQkyw





Главные компоненты

infer aproximation

Распределения, Генерация, Monte Carlo, Markov  Chain

Gamilton

Случайные процессы. Лекция 10

Лекция 11.

Лекция 12