December 2018
Beginner to intermediate
684 pages
21h 9m
English
Content preview from Hands-On Machine Learning for Algorithmic Trading
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Credible intervals
We can compute the credible intervals—the Bayesian counterpart of confidence intervals—as percentiles of the trace. The resulting boundaries reflect confidence about the range of the parameter value for a given probability threshold, as opposed to the number of times the parameter will be within this range for a large number of trials. The notebook illustrates computation and visualization.