Media Using Machine Learning to Accelerate ALM Calculations

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Using Machine Learning to Accelerate ALM Calculations

uploaded July 15, 2021 Views: 168 Comments: 0 Favorite: 3 CPD
Actuarial Association of Europe Actuarial Association of Europe
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Testing asset strategies in complex dynamic ALM models can involve extremely heavy calculations with long run times. I will show how machine learning techniques can potentially be used to accurately replicate these calculations and hence greatly accelerate processing speeds. This approach makes it possible to test a greater range of strategies and get benefits from more optimal management decisions. This is an interesting application of a new approach to the traditional field of ALM modelling.

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Categories: ACTUARIAL DATA SCIENCE
Content groups:  content2021

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