Actuarial Data Science

Bridging the Gap between Actuarial and Data Science

Tue 27 November 2018

autoML: the Holy Grail for the insurance industry?

Posted by Pieter Marres and Mark Verhagen in Articles   

New technologies are transforming the insurance industry. Tomorrow’s winners will be those insurers able to convert vast amounts of data into actionable insights about clients and products alike. An increasing demand for machine learning methods, combined with a growing shortage of data scientists able to create, implement and communicate these methods, call for a data pipeline that is as efficient as possible.

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Mon 23 April 2018

Creating Performance Reports with Backtrader

Posted by Pieter Marres in Articles   

When it comes to testing and comparing investment strategies, the Python ecosystem offers an interesting alternative for R’s quantstrat. I’m talking here about backtrader, a library that has been around for a while now. In this post, I propose a 1 page PDF report featuring both graphical output and essential performance statistics for making a sound judgment about the quality of a trading strategy.

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