Michael Ludkovski
- Multi-Output Gaussian Processes for Multi-Population Longevity Modeling
2020/03/05 by Nhan Huynh, Michael Ludkovski, Huynh, Nhan +1 · 1 citation
Social Sciences · Decision Sciences · Health Professions · #Insurance, Mortality, Demography, Risk Management #demographic modeling and climate adaptation #Global Health Care Issues
- KrigHedge: Gaussian Process Surrogates for Delta Hedging
2020/10/16 by Michael Ludkovski, Ludkovski, Mike, Yuri F. Saporito +1 · 1 citation
Computer Science · Decision Sciences · #Gaussian Processes and Bayesian Inference #Forecasting Techniques and Applications