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Bayesian Inference and parameter estimation in quant finance.

Home Page: https://alexioannides.com/2019/01/18/stochastic-process-calibration-using-bayesian-inference-probabilistic-programs/

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bayesian-inference probabilistic-programming pymc3 python quantitative-finance risk-modelling stochastic-processes

pymc-stochastic-process's Introduction

alexioannides

Python source code for generating my personal website - hosted by GitHub pages at alexioannides.github.io - using the Pelican framework for static websites, together with Flex theme.

The output of the build process is written to the output folder in the root directory, that is not version controlled using this repository. Instead, the output directory has its own repository at alexioannides, that is necessary for hosting with GitHub pages.

Development Setup

The package's 3rd party dependencies are described in requirements.txt. Create a new virtual environment and install these dependencies as follows,

python3 -m venv .venv
source .venv/bin/activate
pip install -r requirements.txt

Building the Website

To build the website we need to call Pelican,

pelican

Testing the Site Locally

We recommend setting RELATIVE_URLS = True when testing (do not forget to revert this before deploying) and then executing the following,

pelican --listen output

A test version of the website will then be available at http://localhost:8000.

Deploying to GitHub Pages

After testing locally, first of all ensure that RELATIVE_URLS = False, rebuilding the website if necessary. Then, make sure that you are still in the output directory and remember that this is version controlled by a different repository, that now needs new changes to be committed and pushed to master as usual - e.g.,

git add -A
git commit -m "latest changes to alexioannides.github.io"
git push origin master

The updated website is usually available within a minute or two.

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