Over a million developers have joined DZone.

Econometric Modeling in Finance and Insurance with the R Language

· Big Data Zone

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)


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 }}