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. Yet, finance textbooks, programs, and professionals continue to use the normal distribution in their asset valuation and risk models because of its simplicity and analytical tractability. Pad a dim so we broadcast fed probs against CC interest rates.
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