The development of financial risks estimating system based on crucial risk factors stochastic modelling by Monte-Carlo method
November 15, 15:45
Room II|II зал
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The system of financial risks estimating developed by collective of author and it’s architect specifics are shown in report. The aspects of stochastic modelling of risk factors by Monte Carlo method are described. The report would be useful for software developers for data analysis in financial instrument sphere, financial analytics, CEOs.
Project manager, First Line Software
Project manager. 10-year experience in IT sphere from business analytic to management of development corporation systems.
Engineer, First Line Software
An engineer and software developer for data analysis. Has 10 years experience in sphere of data analysis. The spheres of interests include statistical analysis, stochastic analysis, algorithms of machine learning, neural networks, data science.
Delivery director, First Line Software
Now acting as Delivery director of First Line Software development center. I have 20-year experience in IT. I started as junior software developer, growing to managme development teams. I have completed dozen projects from scratch that are successfully implemented in Russia and other countries.