Prerequisiteprobability theory, calculus,AbstractWith the development of the financial market, traditional financial products can not meet the increasing financial demand, and the derivatives market (such as futures and options) has developed very rapidly in China. Mathematical tools have played a huge role in the design of new financial products and the development of new facilities, and deriv...
IntroductionProbabilistic approach in machine and deep learning leads to principled solutions. It provides explainable decisions and new ways for improving of existing approaches. Bayesian machine learning consists of probabilistic approaches that rely on Bayes formula. It can help in numerous applications and has beautiful mathematical concepts behind. In this course, I will describe the found...