Experience Rating With Exponential Smoothing
Modeling baseball win rates using exponential smoothing to illustrate insurance experience rating
Bayesian
Stochastic Volatility Models in Stan
Fitting 2 different Stochastic Volatility Models to S&P 500 returns and finding out which is better
Bayesian Autoregressive Volatility Forecasting
Using a simple bayesian autoregressive model to forecast future volatility