The trinity of errors in financial models: An introductory analysis using TensorFlow Probability
O'Reilly on Data
JANUARY 22, 2019
All models, therefore, need to quantify the uncertainty inherent in their predictions. These factors lead to profound epistemic uncertainty about model parameters. Financial models need a framework that quantifies the uncertainty inherent in predictions of time-variant stochastic processes. Nobels For Nonsense , by J.R.
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