Mongwe, Wilson Tsakane; Mbuvha, Rendani; Marwala, Tshilidzi - 2025
1 Introduction To Bayesian Machine Learning In Quantitative Finance -- 2 Background To Bayesian Machine Learning In Quantitative Finance -- 3 On the Stochastic Alpha Beta Rho Model and Hamiltonian Monte Carlo Techniques -- 4 Learning Equity Volatility Surfaces using Sparse Gaussian Processes --...