Bayesian Uncertainty Quantification of Local Volatility Model.
Kai YinAnirban MondalPublished in: CoRR (2021)
Keyphrases
- theoretical analysis
- neural network
- objective function
- decision theory
- computational model
- mathematical model
- statistical model
- social networks
- probabilistic model
- management system
- formal model
- maximum entropy
- dempster shafer
- robust optimization
- bayesian model
- bayesian inference
- experimental data
- theoretical framework
- parameter estimation
- graphical models
- bayesian networks
- image segmentation