Recently Published
Covid 19 Time Series Forecasting - Getting Started with R
Demo of how to setup a basic model for forecasting total cases for Covid 19.
Mandarin Tone Chart
Scrapes audio from Mandarin tone chart
Acma 490 Graph (Gary Parameters)
Hover over the points to get x, y, and z
Acma 490 Graph
3d surface actuarial plot
Moving average plot
Moving averages (case comp)
graphs
trend graphs
Trend (case comp)
R^2 values are strange
R^2
Example from werner - calculating R^2
parsing ZSR leaderboards
Demonstrating how to get WR's at a particular date for zeldaspeedruns.com/leaderboards by parsing user profiles of each user in leaderboards. incomplete -> purpose is to demonstrate concept
Regression table (i.e. minitab format style) w/ latex output
Demonstrate output to latex format
Regression table (i.e. minitab format style)
Reference for the problem is http://stackoverflow.com/questions/32017598/separate-statistics-into-multiple-columns/32019924#32019924
Prime Sieves
number of iterations needed for sieve of erast. (i.e. sieve(N))
hoevenaars
Replicating this paper (Tables 1 , 2 , 3):
http://onlinelibrary.wiley.com/doi/10.1002/jae.2331/epdf
Link to data:
http://qed.econ.queensu.ca/jae/2014-v29.3/hoevenaars-et-al/
Other sources:
faculty.washington.edu/ezivot/econ584/notes/varModels.pdf
https://cran.r-project.org/web/packages/MTS/MTS.pdf
Remove first row of data
Pricing kernel calibration
Calibration of SDF with restrictions
deflators
Stochastic deflators demo in R
analyze
VAR example (based on Luyao Lin's paper from 2008, Multivariate Stochastic Analysis of a combination Hybrid Pension Plan)
example
Proof of concept: Generating a VAR scenario in R. Based on parameters from Hoevenaars 2005 (Strategic asset allocation with liabilities: Beyond stocks and bonds).
cord
sample coord algo
ultimate_survival_model
updated vectorized ulimate_survival_model from DHW (2nd)
example94
Example 9.4 (DHW)
assign4
Assignment 4, Vectorized (Acma 320)
- Question 1
assign3
Assignment 3, Vectorized (Acma 320)
tut12 (Acma 335)
Simulation exercises
Discretized Distributions / Constructing Arithmetic Distributions
Method of Local Moment Matching
- The implemented algorithm can be generalized to p > 1 by changing the formula for f[j+1] near the end of the code
Method of Rounding
- Much easier to implement than the Method of Local Moment Matching, but considerably easier to implement
Discretization of a Distribution
- Followed example 9.5, but a general algorithm could be created on a distribution with non-finite support by using a tolerance level and using this level to set an upper limit
Discrete Convolutions
Distribution of sum of variables using convolutions
Matrix Algorithms
Row Reduction (Echelon Form), Determinant, Inverse of Matrix, Matrix Multiplication, Eigenvalues, Newton's Method
dataCheck
Example of a data check on pension data in R.
For 36 identical members, 80 searches are needed to find the common members from two different data sets. Another 7 searches are needed for the identical members to confirm that the data is the same for both data sets.
Number of iterations
~ 36 * 7 + (80 - 36)
riskSimulation
Risk simulation. Probability of having a set with a certain number of cards
deductibles
Exponential Distribution deductibles
splicing2
Updated the splicing program to use Apply functions and accept user input
Stochastic Interest Rate Models
Plots of Cox-Ingersoll Ross (CIR) Model vs Vasicek Model
smooth
Smoothing Kernels of Discrete Distributions (Uniform)
asianOptionPricing
Outlines a method for prices Asian Options in R using binomial trees
bdt
Black-Derman-Toy Interest Rate (Binomial Tree) Model
binomialOptionPricing.R
Option Pricing is fun
binomialCost_Call.R
DM 10.2
currentStocks.R
parse yahoo finance api for google stock info
historialStocks.R
Using the R stockPortfolio project, analyze historial stock data.
lesson2.R
ASM (Exam C, 13th Edition)
Basic Parametric Distributions from Lesson 2
daysBetween.R
days between two dates algorithm
acma4life - methods
Main file for acma4life package in R
assign7.R
assignment 7, acma 320
ageDistribution.R
assumed age distribution for project.R
methods.R
methods for project.R
assign4.R
assignment 4, acma 320
assign3.R
assignment 3, acma 320
AppendixTables.R
This program generates the first three Appendix Tables in "Actuarial Mathematics for Life Contingent Risks" and prints out the results.
question5.R
question 5 for assignment 5 of acma 320
assign5.R
Showing the cdf of Z for the particular insurance policy described in question 3 of assignment 5 (acma 320)
3dplots.R
demonstrating a method for performing 3d plots in R
approximationMethods.R
quadratic formula, derivative approximation, bisection method, newtons method implementation in R
buhlmann.R
Provides implementation of least squares Buhlmann method and rref for matrixes