SHLee AI Financial Model

R, Python, Financial Econometrics, Term Structure, Macro-Finance, Machine & Deep Learning

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Showing posts with label Bayesian. Show all posts
Showing posts with label Bayesian. Show all posts

Bayesian Estimation of Nelson-Siegel model using rjags R package

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This post shows how to use rjags R package to estimate Nelson-Siegel yield curve model based using a Bayesian MCMC in a compac...

Bayesian Estimation by using rjags R Package

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This post shows how to use rjags R package to perform Bayesian MCMC estimation. As an example, we just select a multiple linea...
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Bayesian Linear Regression with Gibbs Sampling using R code

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Sang-Heon Lee This article explains how to estimate parameters of the linear regression model using the Bayesian inference. Our focus ...
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