The trinity of errors in financial models: An introductory analysis using TensorFlow Probability
O'Reilly on Data
JANUARY 22, 2019
Whether financial models are based on academic theories or empirical data mining strategies, they are all subject to the trinity of modeling errors explained below. Pad a dim so we broadcast fed probs against CC interest rates. All models, therefore, need to quantify the uncertainty inherent in their predictions. Not even close.
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