Financial Applications of Gaussian Processes and Bayesian Optimization
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 vectors and are associated with the development of kernel methods.
This page is premium content - sign in or register to request access
If you are an institutional investor you are eligible for free access to all premium content.
Please sign in.
If you are not registered:
Non-asset management investment services providers are able to purchase a subscription for access to premium content such as:
- Latest Industry thought leadership, news and research from the managers
- Ranking of the Top 400 asset managers and country and asset class surveys
- Research an asset class or investment theme