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The Bayesian framework provides a probabilistically sound tool for solving various problems in the quantitative finance domain. This chapter discusses the Bayesian paradigm and how this translates to Bayesian machine learning. We discuss some of the advantages and disadvantages of the Bayesian framework and how Bayesian models can be trained and deployed. We also discuss the various performance metrics that can be used to assess the performance of Bayesian machine learning models.

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Background to Bayesian Machine Learning in Quantitative Finance

  • 章节

  • 发表日期：

    2025年

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  • Wilson Tsakane Mongwe,
  • Rendani Mbuvha,
  • Tshilidzi Marwala

摘要

The Bayesian framework provides a probabilistically sound tool for solving various problems in the quantitative finance domain. This chapter discusses the Bayesian paradigm and how this translates to Bayesian machine learning. We discuss some of the advantages and disadvantages of the Bayesian framework and how Bayesian models can be trained and deployed. We also discuss the various performance metrics that can be used to assess the performance of Bayesian machine learning models.