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All About Trading!
Time Series Forecasting With Bayesian Regression

Time Series Forecasting With Bayesian Regression

From Theory to Application: Bayesian Ridge Regression in Action

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Feb 06, 2024
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All About Trading!
All About Trading!
Time Series Forecasting With Bayesian Regression
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Bayesian ridge regression stands as a powerful and versatile technique. It is a Bayesian approach to linear regression that offers a unique perspective on modeling and prediction. This approach combines the best of both worlds: the regularization properties of ridge regression and the probabilistic framework of Bayesian inference.

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