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Amundi Asset Management

2023 Top 500 ranking: 8

Financial Applications of Gaussian Processes and Bayesian Optimization

amundi cross asset investment strategy

In the last five years, the financial industry has been impacted by the emergence of digitalization and machine learning. In this article, we explore two methods that have undergone rapid development in recent years: Gaussian processes and Bayesian optimization. Gaussian processes can be seen as a generalization of Gaussian random ...

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