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Walkthrough in R and Python of the Society of Actuaries' research report with a deep learning example https://www.soa.org/resources/research-reports/2021/liability-driven-investment/

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Deep Learning for Liability-Driven Insurance


This project is a walkthrough of the Deep Learning for Liability-Driven Investment report by Kailan Shang for the Society of Actuaries.

I'll be using R and Python.


Project structure

Project created on 2023-08-28.

Folder legend:

  • analysis: RMarkdown files that constitute notes, final data processing or analysis

  • src: R scripts that contain useful helper functions or other set-up tasks (e.g. data pulls)

  • data: Raw data - this folder should be considered read only! Includes data sourced from Kailan/SOA's LDI-DL repo.

  • save: Intermediate data objects created during the analysis

  • doc: Any long-form documentation or setup instructions

  • publish: Any files created by the analysis to be used outside of the project

Setup

See setup.md

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Walkthrough in R and Python of the Society of Actuaries' research report with a deep learning example https://www.soa.org/resources/research-reports/2021/liability-driven-investment/

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