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. 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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