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The trinity of errors in financial models: An introductory analysis using TensorFlow Probability

O'Reilly on Data

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. Bayesian Risk Management , by Matt Sekerke, Wiley, 2015. 0.25 * possible_fed_increases.

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