Dear Mr. Matthew Dixon, and dear Mr. Paul Thalesians,
I really do enjoy the notebooks and want to make a suggestion if the writers plan a second part.
As there is several things about RL and IRL - maybe to consider a chapter about the Player of Games from Deepmind. An algorithm that excels in task with perfect and imperfect information. In my opinion this could be something for finance.
Now about my question. How is it possible to make a forecast for several steps with pm.Data and pm.set_data - so the shared variable - to make the Implementation of the stochastic volatility model with leverage in PyMC3? I am trying to arrange it myself but keep on hitting a wall.
Dear Mr. Matthew Dixon, and dear Mr. Paul Thalesians,
I really do enjoy the notebooks and want to make a suggestion if the writers plan a second part. As there is several things about RL and IRL - maybe to consider a chapter about the Player of Games from Deepmind. An algorithm that excels in task with perfect and imperfect information. In my opinion this could be something for finance.
Now about my question. How is it possible to make a forecast for several steps with pm.Data and pm.set_data - so the shared variable - to make the Implementation of the stochastic volatility model with leverage in PyMC3? I am trying to arrange it myself but keep on hitting a wall.
Thank you very much in advance and best regards
Matthias