Financial forecasting with probabilistic programming and Pyro

image from https://jmhl.org/research/

Hi all again! Last year I have published several tutorials on financial forecasting using neural networks and I think some of the results were at least interesting and worth to apply in real trading applications. If you read them, you must have noticed, that when you try to fit some machine learning model on “random” data with hope to find hidden patterns you tend to overfit to the…