Bayesian Machine Learning in Quantitative Finance

Wilson Tsakane Mongwe (), Rendani Mbuvha () and Tshilidzi Marwala ()
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Wilson Tsakane Mongwe: University of Johannesburg
Rendani Mbuvha: University of Witwatersrand
Tshilidzi Marwala: United Nations University

in Springer Books from Springer

Date: 2025
ISBN: 978-3-031-88431-3
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Chapters in this book:

Ch Chapter 1 Introduction to Bayesian Machine Learning in Quantitative Finance

Wilson Tsakane Mongwe, Rendani Mbuvha and Tshilidzi Marwala

Ch Chapter 10 Bayesian Neural Network Inference of Motor Insurance Claims

Wilson Tsakane Mongwe, Rendani Mbuvha and Tshilidzi Marwala

Ch Chapter 11 Shadow and Adaptive Hamiltonian Monte Carlo Methods for Calibrating the Nelson and Siegel Model

Wilson Tsakane Mongwe, Rendani Mbuvha and Tshilidzi Marwala

Ch Chapter 12 Static and Dynamic Nested Sampling for Yield Curve Model Selection

Wilson Tsakane Mongwe, Rendani Mbuvha and Tshilidzi Marwala

Ch Chapter 13 A Bayesian Investment Analyst on the Johannesburg Stock Exchange

Wilson Tsakane Mongwe, Rendani Mbuvha and Tshilidzi Marwala

Ch Chapter 14 Conclusions to Bayesian Machine Learning in Quantitative Finance

Wilson Tsakane Mongwe, Rendani Mbuvha and Tshilidzi Marwala

Ch Chapter 2 Background to Bayesian Machine Learning in Quantitative Finance

Wilson Tsakane Mongwe, Rendani Mbuvha and Tshilidzi Marwala

Ch Chapter 3 On the Stochastic Alpha Beta Rho Model and Hamiltonian Monte Carlo Techniques

Wilson Tsakane Mongwe, Rendani Mbuvha and Tshilidzi Marwala

Ch Chapter 4 Learning Equity Volatility Surfaces Using Sparse Gaussian Processes

Wilson Tsakane Mongwe, Rendani Mbuvha and Tshilidzi Marwala

Ch Chapter 5 Analyzing South African Equity Option Prices Using Normalizing Flows

Wilson Tsakane Mongwe, Rendani Mbuvha and Tshilidzi Marwala

Ch Chapter 6 Sparse and Distributed Gaussian Processes for Modeling Corporate Credit Ratings

Wilson Tsakane Mongwe, Rendani Mbuvha and Tshilidzi Marwala

Ch Chapter 7 Bayesian Detection of Recovery on Charged-Off Loan Accounts

Wilson Tsakane Mongwe, Rendani Mbuvha and Tshilidzi Marwala

Ch Chapter 8 Bayesian Audit Outcome Model Selection Using Normalizing Flows

Wilson Tsakane Mongwe, Rendani Mbuvha and Tshilidzi Marwala

Ch Chapter 9 Bayesian Detection of Unauthorized Expenditure Using Langevin and Hamiltonian Monte Carlo

Wilson Tsakane Mongwe, Rendani Mbuvha and Tshilidzi Marwala

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DOI: 10.1007/978-3-031-88431-3

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