Modern Bayesian Tools for Time Series Analysis

Table of Contents

1 Disclaimer

1.1 Please read the following Disclaimer carefully

Thomas P. Harte and R. Michael Weylandt (“the Authors”) are providing this presentation and its contents (“the Content”) for educational purposes only at the R in Finance Conference, 2016-05-20, Chicago, IL. Neither of the Authors is a registered investment advisor and neither purports to offer investment advice nor business advice.

You may use any of the Content under the terms of the MIT License (see below).

The Content is provided for informational and educational purposes only and should not be construed as investment or business advice. Accordingly, you should not rely on the Content in making any investment or business decision. Rather, you should use the Content only as a starting point for doing additional independent research in order to allow you to form your own opinion regarding investment or business decisions. You are encouraged to seek independent advice from a competent professional person if you require legal, financial, tax or other expert assistance.

The Content may contain factual or typographical errors: the Content should in no way be construed as a replacement for qualified, professional advice. There is no guarantee that use of the Content will be profitable. Equally, there is no guarantee that use of the Content will not result in losses.

THE AUTHORS SPECIFICALLY DISCLAIM ANY PERSONAL LIABILITY, LOSS OR RISK INCURRED AS A CONSEQUENCE OF THE USE AND APPLICATION, EITHER DIRECTLY OR INDIRECTLY, OF THE CONTENT. THE AUTHORS SPECIFICALLY DISCLAIM ANY REPRESENTATION, WHETHER EXPLICIT OR IMPLIED, THAT APPLYING THE CONTENT WILL LEAD TO SIMILAR RESULTS IN A BUSINESS SETTING. THE RESULTS PRESENTED IN THE CONTENT ARE NOT NECESSARILY TYPICAL AND SHOULD NOT DETERMINE EXPECTATIONS OF FINANCIAL OR BUSINESS RESULTS.

1.2 MIT License

The MIT License:

Copyright (c) 2016 Thomas P. Harte & R. Michael Weylandt (see below). Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the “Software”), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

2 Seminar: Modern Bayesian Tools for Time Series Analysis

The talk was comprised of:

  1. Michael’s talk, and
  2. Thomas’s talk

The source for Thomas’s talk is at the GitHub repo: http://github.com/tharte/mbt. Specifically, you can build the talk from the Org file mbt.org in the repo, either from Emacs by exporting to HTML (C-c C-e h h) or by running make at the command line.

Author: Thomas P. Harte and R. Michael Weylandt

Email: tharte@cantab.net

Created: 2016-06-02 Thu 22:44

Emacs 24.5.1 (Org mode 8.2.10)

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