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Bayesian Statistics in Quant Research

Joined
8/14/08
Messages
24
Points
11
Hi

My question is if people use Bayesian Statistics and its computational tools (like MCMC) in quant research and modeling... comments from industry people are very appreciated...Thanks
 
I know Bayesian Econometrics is taught sometimes in PhD Finance so I am sure it's used. It's used quite a bit in financial economics stuff. I don't know how much in trading/etc.
 
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