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An excellent example to add to your tutorials RRS feed

  • Question

  • Hello,

    In my opinion, the following article would make an excellent tutorial as part of Infer.Net.

    Setting stops the Bayesian way

    http://www.futuresmag.com/2013/05/24/setting-stops-the-bayesian-way

    It even comes with a spreadsheet that shows the ideas:

    http://media.futuresmag.com/perm/bayesian_stops(1).xls

    Question: Is it possible to port this to Infer.Net, and would someone take the challenge?


    This one is of less interest to me, but migth also be interesting to add:

    http://www.futuresmag.com/2009/09/01/algorithm-bias-a-statistical-review


    • Edited by ivanfig Saturday, July 6, 2013 9:54 PM
    Saturday, July 6, 2013 9:49 PM

All replies

  • In order to port this to Infer.NET, you would need to know the statistical model being assumed for the actual prices.  The article doesn't give any model, and it is not obvious from the equations in the spreadsheet what model they correspond to. 
    Tuesday, July 9, 2013 11:52 AM
    Owner
  • In order to port this to Infer.NET, you would need to know the statistical model being assumed for the actual prices.  The article doesn't give any model, and it is not obvious from the equations in the spreadsheet what model they correspond to. 
    Thank you. That really clarifies things a bit for me. Is there an existing current example that comes close in spirit to this article?
    Friday, July 12, 2013 7:00 PM
  • No, there aren't any examples of financial time series modelling.

    Wednesday, July 17, 2013 9:07 AM
    Owner