Skip to content

Commit a47a58d

Browse files
purna135purna135
committed
0 parents  commit a47a58d

File tree

439 files changed

+53443
-0
lines changed

Some content is hidden

Large Commits have some content hidden by default. Use the searchbox below for content that may be hidden.

439 files changed

+53443
-0
lines changed

‎.lektor/buildstate

1.06 MB
Binary file not shown.

‎.nojekyll

Whitespace-only changes.

‎CNAME

Lines changed: 1 addition & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1 @@
1+
www.pymc-labs.com

‎blog-posts/01-xpost-tw-stochastic-volatility/cover.png

596 KB
Loading

‎blog-posts/01-xpost-tw-stochastic-volatility/index.html

Lines changed: 333 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,333 @@
1+
<!doctype html><html lang="en">
2+
3+
<head>
4+
5+
6+
<style media="screen">
7+
body {
8+
padding-top: 70px;
9+
padding-bottom: 70px;
10+
}
11+
12+
h1,
13+
h2,
14+
h3 {
15+
display: inline-block;
16+
/* Ensures that the heading and the span are on the same line */
17+
margin: 0;
18+
/* Optional: Reset margin for better control */
19+
position: relative;
20+
/* Ensures that the span can be positioned relative to the heading */
21+
}
22+
23+
.copy-span {
24+
cursor: pointer;
25+
/* Changes the cursor to a pointer when hovering over the # */
26+
color: #81C240;
27+
/* Sets the color of the # */
28+
margin-left: 5px;
29+
/* Adds some space between the heading text and the # */
30+
font-size: 0.9em;
31+
/* Adjusts the font size of the # to be slightly smaller relative to the heading */
32+
visibility: hidden;
33+
/* Initially hides the # */
34+
}
35+
36+
h1:hover .copy-span,
37+
h2:hover .copy-span,
38+
h3:hover .copy-span,
39+
.copy-span:hover {
40+
visibility: visible;
41+
text-decoration: none;
42+
color: #81C240;
43+
/* Makes the # visible when hovering over the heading or the span */
44+
}
45+
</style>
46+
<!-- Required meta tags -->
47+
<meta charset="utf-8">
48+
<meta name="viewport" content="width=device-width, initial-scale=1, shrink-to-fit=no">
49+
50+
<!-- Bootstrap CSS -->
51+
<link rel="stylesheet" href="https://stackpath.bootstrapcdn.com/bootstrap/4.5.2/css/bootstrap.min.css"
52+
integrity="sha384-JcKb8q3iqJ61gNV9KGb8thSsNjpSL0n8PARn9HuZOnIxN0hoP+VmmDGMN5t9UJ0Z" crossorigin="anonymous">
53+
<link rel="stylesheet" href="../../static/css/custom_style.css?h=00853bf3">
54+
<link rel="stylesheet" href="../../static/css/table_style.css?h=c677f945">
55+
56+
<!-- Highlight.js for syntax highlighting -->
57+
<link rel="stylesheet" href="//cdnjs.cloudflare.com/ajax/libs/highlight.js/10.7.2/styles/default.min.css">
58+
59+
<!-- Font Awesome -->
60+
<link rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/6.7.2/css/all.min.css">
61+
62+
<!-- Extra meta tags: social site cards, browser icons... -->
63+
<meta name="theme-color" content="#ffffff">
64+
<link rel="shortcut icon" href="../../static/favicon.ico?h=d935d59e">
65+
<link rel="apple-touch-icon" sizes="180x180" href="../../static/apple-touch-icon.png?h=2bad941d">
66+
<link rel="icon" type="image/png" sizes="32x32" href="../../static/favicon-32x32.png?h=1673bb68">
67+
<link rel="icon" type="image/png" sizes="16x16" href="../../static/favicon-16x16.png?h=089e66cb">
68+
69+
<title>Stochastic Volatility Model with PyMC - PyMC Labs</title>
70+
<meta name="twitter:card" content="summary">
71+
<meta property="og:url" content="https://pymc-labs.github.io/blog-posts/01-xpost-tw-stochastic-volatility/" />
72+
<meta property="og:type" content="website" />
73+
<link rel="canonical" href="">
74+
<meta property="og:title" content="Stochastic Volatility Model with PyMC - PyMC Labs" />
75+
<meta property="og:description" content="Explore the concept of time-varying volatility in asset prices, modeled using a stochastic process. The example demonstrates the computation of this volatility based on the daily returns of the S&amp;P 500 using PyMC." />
76+
<meta property="og:image"
77+
content="https://pymc-labs.github.io/blog-posts/01-xpost-tw-stochastic-volatility/cover.png" />
78+
<meta name="description"
79+
content="We are a Bayesian consulting firm specializing in data analysis and predictive modeling. Contact us today to learn how we can help your business.">
80+
<meta name="keywords" content="Bayesian consulting, data analysis, predictive modeling">
81+
82+
<!-- Highlight.js for syntax highlighting -->
83+
<!-- <link rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/11.0.0/styles/default.min.css"> -->
84+
<!-- <script src="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/11.0.0/highlight.min.js"></script> -->
85+
<!-- <script>hljs.highlightAll();</script> -->
86+
87+
<!-- From: https://github.com/lektor/lektor-markdown-highlighter -->
88+
<!-- We use this to do syntax highlighting -->
89+
<link rel="stylesheet" href="../../static/pygments.css">
90+
<!-- Global site tag (gtag.js) - Google Analytics -->
91+
<script async src="https://www.googletagmanager.com/gtag/js?id=G-F3RDLH8R8X"></script>
92+
<script>
93+
window.dataLayer = window.dataLayer || [];
94+
function gtag() { dataLayer.push(arguments); }
95+
gtag('js', new Date());
96+
97+
gtag('config', 'G-F3RDLH8R8X');
98+
</script>
99+
100+
<script>
101+
document.addEventListener("DOMContentLoaded", function () {
102+
// Base URL of the page (removing any existing fragment part)
103+
const baseURL = window.location.href.split('#')[0];
104+
// Select all h3 elements within elements of class 'blogpost'
105+
const h3Elements = document.querySelectorAll('h3, h2, h1');
106+
h3Elements.forEach((element) => {
107+
const copyAnchor = document.createElement('a');
108+
copyAnchor.textContent = `#`;
109+
copyAnchor.classList.add('copy-span'); // Add a class for styling
110+
copyAnchor.setAttribute('href', baseURL+`#${element.id}`); // Set href attribute to a placeholder
111+
copyAnchor.setAttribute('title', 'Copy URL to clipboard'); // Tooltip text
112+
// Insert the anchor after the <h1>, <h2>, or <h3> element
113+
element.appendChild(copyAnchor);
114+
});
115+
});
116+
</script>
117+
118+
119+
<script src="../../static/scripts/toggle_code.js?h=3a00c72f" defer></script>
120+
121+
</head>
122+
123+
<body>
124+
<!-- Navigation -->
125+
<nav class="navbar navbar-expand-lg navbar-light bg-light fixed-top">
126+
<div class="container">
127+
<!-- <a class="navbar-brand" href="/">PyMC Labs</a> -->
128+
<a class="navbar-brand" href="/"><img alt="logo" loading="eager" width="88" height="70" title="logo"
129+
class="navbar-logo" src="../../static/images/pymc-labs-logo.png?h=999c3177'"></a>
130+
<button class="navbar-toggler" type="button" data-toggle="collapse" data-target="#navbarTop"
131+
aria-controls="navbarTop" aria-expanded="false" aria-label="Toggle navigation">
132+
<span class="navbar-toggler-icon"></span>
133+
</button>
134+
<div class="collapse navbar-collapse" id="navbarTop">
135+
<ul class="navbar-nav ml-auto">
136+
137+
<li class="nav-item">
138+
<a class="nav-link" href="/what-we-do"><i class="fa fa-info-circle"
139+
aria-hidden="true"></i>
140+
What we do</a>
141+
</li>
142+
143+
<li class="nav-item">
144+
<a class="nav-link" href="/products"><i class="fa fa-shopping-cart"
145+
aria-hidden="true"></i>
146+
Products</a>
147+
</li>
148+
149+
<li class="nav-item">
150+
<a class="nav-link" href="/team"><i class="fa fa-user-friends"
151+
aria-hidden="true"></i>
152+
Team</a>
153+
</li>
154+
155+
<li class="nav-item">
156+
<a class="nav-link" href="/clients"><i class="fa fa-microphone"
157+
aria-hidden="true"></i>
158+
Clients</a>
159+
</li>
160+
161+
<li class="nav-item">
162+
<a class="nav-link" href="/workshops"><i class="fa fa-chalkboard-teacher"
163+
aria-hidden="true"></i>
164+
Workshops</a>
165+
</li>
166+
167+
<li class="nav-item">
168+
<a class="nav-link" href="/blog-posts"><i class="fa fa-book-open"
169+
aria-hidden="true"></i>
170+
Blog</a>
171+
</li>
172+
173+
</ul>
174+
</div>
175+
</div>
176+
</nav>
177+
178+
<div class="container">
179+
180+
181+
<div class="row">
182+
<div class="col-md-2"></div>
183+
<div class="col-md-8 blogpost">
184+
<h2 class="font-roboto">Stochastic Volatility Model with PyMC</h2>
185+
186+
<p class="mb-2 text-muted">Explore the concept of time-varying volatility in asset prices, modeled using a stochastic process. The example demonstrates the computation of this volatility based on the daily returns of the S&amp;P 500 using PyMC.</p>
187+
188+
<hr>
189+
<div class="row">
190+
<div class="col-md-6 author_name">
191+
<small class="text-muted">AUTHORED BY</small>
192+
<p class="font-bold">
193+
194+
195+
196+
197+
198+
199+
200+
201+
202+
Thomas Wiecki
203+
204+
205+
206+
207+
</p>
208+
</div>
209+
<div class="col-md-6 author_date">
210+
<!-- <p>2022-01-15</p> -->
211+
212+
<small class="text-muted">DATE</small>
213+
<p class="font-lighter">2022-01-15</p>
214+
215+
<!--<div class="cover-blogposts"><img src="../../static/images/blog_post/cover.jpg?h=653e9b57"></div>-->
216+
217+
</div>
218+
219+
220+
<div class="blog-cover-container">
221+
<img loading="lazy" title="cover image" alt="" class="cover-blogposts" src="cover.png">
222+
</div>
223+
224+
</div>
225+
<hr> <p>Asset prices have time-varying volatility (variance of day over day returns). In some periods, returns are highly variable, while in others very stable. Stochastic volatility models model this with a latent volatility variable, modeled as a stochastic process. In this example, we compute the time-varying volatility based on daily returns of the S&amp;P 500.</p>
226+
<p>For the full example, see:<br>
227+
<a href="https://www.pymc.io/projects/examples/en/latest/case_studies/stochastic_volatility.html">Stochastic Volatility Model with PyMC</a></p>
228+
229+
<!--THIS IS THE FOOTER OF THE BLOGPSOT-->
230+
<hr>
231+
<!--div class="container"-->
232+
<h2 class="font-roboto">Work with PyMC Labs</h2>
233+
<p>If you are interested in seeing what we at PyMC Labs can do for you, then please email <a href="mailto:[email protected]">[email protected]</a>. We work with companies at a variety of scales and with varying levels of existing modeling capacity.
234+
235+
We also run <a href="https://www.pymc-labs.com/workshops/">corporate workshop training events</a> and can provide sessions ranging from introduction to Bayes to more advanced topics.
236+
</p>
237+
<!--/div-->
238+
239+
</div>
240+
<div class="col-md-2"></div>
241+
</div>
242+
243+
244+
</div>
245+
246+
<!-- Optional JavaScript -->
247+
<!-- jQuery first, then Popper.js, then Bootstrap JS -->
248+
<script src="https://code.jquery.com/jquery-3.5.1.slim.min.js"
249+
integrity="sha384-DfXdz2htPH0lsSSs5nCTpuj/zy4C+OGpamoFVy38MVBnE+IbbVYUew+OrCXaRkfj"
250+
crossorigin="anonymous"></script>
251+
<script src="https://cdn.jsdelivr.net/npm/[email protected]/dist/umd/popper.min.js"
252+
integrity="sha384-9/reFTGAW83EW2RDu2S0VKaIzap3H66lZH81PoYlFhbGU+6BZp6G7niu735Sk7lN"
253+
crossorigin="anonymous"></script>
254+
<script src="https://stackpath.bootstrapcdn.com/bootstrap/4.5.2/js/bootstrap.min.js"
255+
integrity="sha384-B4gt1jrGC7Jh4AgTPSdUtOBvfO8shuf57BaghqFfPlYxofvL8/KUEfYiJOMMV+rV"
256+
crossorigin="anonymous"></script>
257+
<script src="https://kit.fontawesome.com/8cc267a9ab.js" crossorigin="anonymous"></script>
258+
259+
<nav class="navbar navbar-expand-lg navbar-light bg-light fixed-bottom">
260+
<div class="container">
261+
<button class="navbar-toggler" type="button" data-toggle="collapse" data-target="#navbarBottom"
262+
aria-controls="navbarBottom" aria-expanded="false" aria-label="Toggle navigation">
263+
<span class="navbar-toggler-icon"></span>
264+
</button>
265+
<div class="collapse navbar-collapse" id="navbarBottom">
266+
<ul class="navbar-nav ml-auto">
267+
268+
<li class="nav-item">
269+
<a class="nav-link" href="https://twitter.com/pymc_labs"><i class="fa fa-brands fa-twitter"
270+
aria-hidden="true"></i>
271+
Twitter</a>
272+
</li>
273+
274+
<li class="nav-item">
275+
<a class="nav-link" href="https://github.com/pymc-labs"><i class="fa fa-brands fa-github"
276+
aria-hidden="true"></i>
277+
GitHub</a>
278+
</li>
279+
280+
<li class="nav-item">
281+
<a class="nav-link" href="https://www.linkedin.com/company/pymc-labs/"><i class="fa fa-brands fa-linkedin"
282+
aria-hidden="true"></i>
283+
LinkedIn</a>
284+
</li>
285+
286+
<li class="nav-item">
287+
<a class="nav-link" href="https://www.youtube.com/c/PyMCLabs"><i class="fa fa-brands fa-youtube"
288+
aria-hidden="true"></i>
289+
YouTube</a>
290+
</li>
291+
292+
<li class="nav-item">
293+
<a class="nav-link" href="https://www.meetup.com/pymc-labs-online-meetup/"><i class="fa fa-brands fa-meetup"
294+
aria-hidden="true"></i>
295+
Meetup</a>
296+
</li>
297+
298+
<li class="nav-item">
299+
<a class="nav-link" href="/newsletter"><i class="fa fa-solid fa-bell"
300+
aria-hidden="true"></i>
301+
Newsletter</a>
302+
</li>
303+
304+
<li class="nav-item">
305+
<a class="nav-link" href="/privacy-policy"><i class="fa fa-solid fa-lock"
306+
aria-hidden="true"></i>
307+
Privacy Policy</a>
308+
</li>
309+
310+
<li class="nav-item">
311+
<a class="nav-link" href="/impressum"><i class="fa fa-solid fa-info-circle"
312+
aria-hidden="true"></i>
313+
Impressum</a>
314+
</li>
315+
316+
</ul>
317+
</div>
318+
</div>
319+
</nav>
320+
321+
<!-- Mathjax for latex/equations -->
322+
<!-- Mathjax -->
323+
<script type="text/javascript" async
324+
src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/latest.js?config=TeX-MML-AM_CHTML">
325+
</script>
326+
327+
<script type="text/x-mathjax-config">
328+
MathJax.Hub.Config({tex2jax: {inlineMath: [['$','$']]}});
329+
</script>
330+
331+
</body>
332+
333+
</html>

‎blog-posts/02-xpost-tw-MCMC-sampling/cover.png

1.78 MB
Loading

0 commit comments

Comments
 (0)