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Probabilistic Predictions of Option Prices with Modular Approximate Ba

Publication: Probabilistic Predictions of Option Prices with Modular Approximate Bayesian Inference. Published Dec 1, 2024.

arxiv.orgPublished Dec 1, 2024
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Overview

Publication: Probabilistic Predictions of Option Prices with Modular Approximate Bayesian Inference. Published Dec 1, 2024.

Publication information

Publication title
Probabilistic Predictions of Option Prices with Modular Approximate Bayesian Inference
Authors
Worapree Maneesoonthorn, David T. Frazier, Gael M. Martin
Published
Dec 1, 2024
Last publication revision
May 7, 2026
Subject areas
q-fin.ST, stat.CO, stat.ME
Publication source
arxiv.org · abs/2412.00658v2 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2412.00658 ↗

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
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DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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