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Bayesian inference for financial markets using PyMC. Stochastic volatility models, regime-switching, Bayesian portfolio optimization, factor models, and Markov chain Monte Carlo for risk estimation.
Guided statistical analysis for test selection, assumption checks, power analysis, and APA-style reporting. Use when you need to choose an appropriate statistical test for your data and produce publication-ready results (including effect sizes and diagnostics).
emcee MCMC skill for Bayesian parameter estimation and posterior sampling in physics applications
Bayesian inference methods including prior selection, MCMC, and model comparison
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