Wilson Tsakane Mongwe is a Researcher at the University of Johannesburg, South Africa, specializing in Bayesian machine learning and Markov Chain Monte Carlo methods. He received his BSc in Computing from the University of South Africa, his BBusSci in Actuarial Science from the University of Cape Town, and his MSc in Mathematical Finance from the University of Cape Town. He was the recipient of the Google PhD fellowship in machine learning, which is supporting his PhD research.
Télécharger le livre :  Bayesian Machine Learning in Quantitative Finance

This book offers a comprehensive discussion of the Bayesian inference framework and demonstrates why this probabilistic approach is ideal for tackling the various modelling problems within quantitative finance. It demonstrates how advanced Bayesian machine learning...
Editeur : Palgrave Macmillan
Parution : 2025-06-21

Format(s) : PDF, ePub
147,69

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Télécharger le livre :  Hamiltonian Monte Carlo Methods in Machine Learning

Hamiltonian Monte Carlo Methods in Machine Learning introduces methods for optimal tuning of HMC parameters, along with an introduction of Shadow and Non-canonical HMC methods with improvements and speedup. Lastly, the authors address the critical issues of variance...
Editeur : Academic Press
Parution : 2023-02-03

Format(s) : epub sans DRM
168,80

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