The development of financial risks estimating system based on crucial risk factors stochastic modelling by Monte-Carlo method
System Analysis / Requirements
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.
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.