This paper considers investors who are looking to maximize their probability of remaining solvent throughout their lifetime by using an algorithm that aims to optimize their investment allocation strategy and optimize their tax strategy for withdrawal allocations between tax deferred accounts...

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 --...