1 code implementation • 1 Mar 2021 • Minh-Ngoc Tran, Trong-Nghia Nguyen, Viet-Hung Dao
This tutorial gives a quick introduction to Variational Bayes (VB), also called Variational Inference or Variational Approximation, from a practical point of view.
no code implementations • 7 Jun 2019 • Trong-Nghia Nguyen, Minh-Ngoc Tran, David Gunawan, R. Kohn
The Stochastic Volatility (SV) model and its variants are widely used in the financial sector while recurrent neural network (RNN) models are successfully used in many large-scale industrial applications of Deep Learning.