The trinity of errors in financial models: An introductory analysis using TensorFlow Probability
O'Reilly on Data
JANUARY 22, 2019
An exploration of three types of errors inherent in all financial models. At Hedged Capital , an AI-first financial trading and advisory firm, we use probabilistic models to trade the financial markets. In this blog post, we explore three types of errors inherent in all financial models, with a simple example of a model in TensorFlow Probability (TFP).
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