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dfm.io | ||
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erikbern.com
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| | | | | I made a New Year's resolution: every plot I make during 2018 will contain uncertainty estimates. Nine months in and I have learned a lot, so I put together a summary of some of the most useful methods. | |
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gouthamanbalaraman.com
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| | | | | This post explains how to use moment matching to reduce variance in Monte Carlo simulation of the Hull-White term structure model. | |
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austinrochford.com
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| | | | | I recently read the interesting paper The ARR2 prior: flexible predictive prior definition for Bayesian auto-regressions on the arXiv and followed its references to the also fascinating Bayesian Regre | |
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www.quantstart.com
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| | | Bayesian Statistics: A Beginner's Guide | ||