Media Back to Basics: Modelling Cash Flows from a Bond Portfolio using R

Back to Basics: Modelling Cash Flows from a Bond Portfolio using R

uploaded February 4, 2022 Views: 306 Comments: 0 Favorite: 4 CPD
Speakers: 
Description:

A lot of discussion around the use of R and Python and similar languages assume they are implementing various ML/AI techniques on data. In this talk, we ignore all that, and focus on how to use these libraries to perform mundane tasks common to a lot of actuarial work.

Data munging, manipulation, tidying and linking is an overlooked but vital part of any data-centred work and in this talk we focus on those less glamorous parts of the job. In particular, we will use R and the tidyverse to model out the future cash flows from a sample bond portfolio allowing us to automate this work in the future.

Tags:
Content groups:  content2022

0 Comments

There are no comments yet. Add a comment.