Over a million developers have joined DZone.
Platinum Partner

Econometric Modeling in Finance and Insurance with the R Language

· Big Data Zone

The Big Data Zone is presented by Exaptive.  Learn how rapid data application development can address the data science shortage.

On February 15th, IFM2, the Institute of Financial Mathematics in Montréal will organize an (one day) Executive workshop on Econometric Modeling in Finance and Insurance with the R language. The event is not yet mentioned in thecalendar, but the syllabus can be downloaded here. Additional details (slides and R code) will be available soon, on this blog. In the morning, it will be an introduction to the R langage, and in the afternoon, we will focus on applications,

  • Principal components analysis and application to yield curves
  • Regression tree, logistic regression and application to credit scoring
  • Poisson regression and applications to claims reserving (IBNR) and projected mortality tables (LifeMetrics)

The Big Data Zone is presented by Exaptive.  Learn about how to rapidly iterate data applications, while reusing existing code and leveraging open source technologies.

Topics:

Published at DZone with permission of Arthur Charpentier , DZone MVB .

Opinions expressed by DZone contributors are their own.

{{ parent.title || parent.header.title}}

{{ parent.tldr }}

{{ parent.urlSource.name }}