The Quant / Financial Engineering Podcast

Bayesian Neural Networks


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Edris Loftpouri MFE /24 discusses his interest on the implementation of Bayesian Neural Networks (BNNs) for macroeconomic forecasting. He also touches on Castastrophe Modeling
https://www.linkedin.com/in/patrick-z-08bb5b5a/
https://www.linkedin.com/company/lehigh-master-in-financial-engineering/
This project develops a Bayesian Neural Network (BNN) for macroeconomic forecasting, using stochastic volatility and Bayesian shrinkage priors to manage complex, high-dimensional data. With layer-specific and neuron-specific activation functions, the model captures both long-term dependencies and short-term nonlinear dynamics. Offering adaptive uncertainty quantification and robust volatility handling, it’s ideal for risk analysis, economic policy, and quantitative finance applications.
https://www.linkedin.com/in/edris-lotfpouri/
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The Quant / Financial Engineering PodcastBy Patrick J Zoro

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