MCMC

Analysis of Automotive Experimental Data Using Logistic Regression Model with Markov Chain Monte Carlo (MCMC) in MATLAB

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Analysis of Automotive Experimental Data Using Logistic Regression Model with Markov Chain Monte Carlo (MCMC) in MATLAB

Original link: http://tecdat.cn/?p=24103 This example illustrates how to perform Bayesian inference using a logistic regression model (click “Read the original” at the end of the article to obtain the complete code data). Statistical inference is typically based on Maximum Likelihood Estimation (MLE). MLE selects parameters that maximize the likelihood of the data, which is a … Read more

Analysis of Exchange Rate Time Series Using MCMC Markov Chain Monte Carlo Method for Stochastic Volatility SV and GARCH in MATLAB

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Analysis of Exchange Rate Time Series Using MCMC Markov Chain Monte Carlo Method for Stochastic Volatility SV and GARCH in MATLAB

Full text download link: http://tecdat.cn/?p=27340 Volatility is an important concept with many applications in finance and trading. It is the basis for option pricing. Volatility also allows you to determine asset allocation and calculate the Value at Risk (VaR) of a portfolio. (Click “Read the original” at the end for complete code data ) . … Read more