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Edris Loftpouri

Graduate of the Master of Financial Engineering program at Lehigh University. Discusses his research on Bayesian Neural Networks for macroeconomic forecasting and catastrophe modeling.

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Nov 6, 2024 • 18min

Bayesian Neural Networks

Edris Loftpouri, a recent graduate from Lehigh University’s Master of Financial Engineering program, dives into his research on Bayesian Neural Networks (BNNs). He discusses their innovative applications for macroeconomic forecasting and catastrophe modeling. Edris highlights how BNNs tackle the challenges of limited data and complex relationships, showcasing their advantages over traditional models. He also emphasizes the growing importance of catastrophe bonds in managing risks linked to climate change and natural disasters, stressing the need for advanced predictive techniques.