University project proposal: Bayesian Statistical Analysis

[Aber]

In Graduate level Statistics course (Department of Mathematics) I need to do a project (10 ECTS credit) in Bayesian Statistical Analysis. I can do whatever I want as long as the main topic is Bayesian Statistical Analysis. I really want to apply this to financial problems so I'm in here to ask for ideas.

Please suggest/discuss data sets and project problems that I can work with.

 

[Aber]

This question is still relevant for me.

 

[Mathchismo]

In Graduate level Statistics course (Department of Mathematics) I need to do a project (10 ECTS credit) in Bayesian Statistical Analysis. I can do whatever I want as long as the main topic is Bayesian Statistical Analysis. I really want to apply this to financial problems so I'm in here to ask for ideas.

Please suggest/discuss data sets and project problems that I can work with.

The Mathematics behind probabilistic machine learning. Go over some proofs and theorems, recent papers then apply it to a financial dataset. Kill three birds with one stone (1) Machine Learning knowledge - will help for job apps outside of pure quant finance (2) Application to finance (3) Within the remit of your course topic.