Effective Statistical Learning Methods for Actuaries III Neural Networks and Extensions /

Artificial intelligence and neural networks offer a powerful alternative to statistical methods for analyzing data. This book reviews some of the most recent developments in neural networks, with a focus on applications in actuarial sciences and finance. The third volume of the trilogy simultaneousl...

Full description

Bibliographic Details
Main Authors: Denuit, Michel (Author, http://id.loc.gov/vocabulary/relators/aut), Hainaut, Donatien (http://id.loc.gov/vocabulary/relators/aut), Trufin, Julien (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2019.
Edition:1st ed. 2019.
Series:Springer Actuarial Lecture Notes,
Subjects:
Online Access:Full Text via HEAL-Link
Description
Summary:Artificial intelligence and neural networks offer a powerful alternative to statistical methods for analyzing data. This book reviews some of the most recent developments in neural networks, with a focus on applications in actuarial sciences and finance. The third volume of the trilogy simultaneously introduces the relevant tools for developing and analyzing neural networks, in a style that is mathematically rigorous and yet accessible. The authors proceed by successive generalizations, requiring of the reader only a basic knowledge of statistics. Various topics are covered from feed-forward networks to deep learning, such as Bayesian learning, boosting methods and Long Short Term Memory models. All methods are applied to claims, mortality or time-series forecasting. This book is written for masters students in the actuarial sciences and for actuaries wishing to update their skills in machine learning. .
Physical Description:XIII, 250 p. 78 illus., 75 illus. in color. online resource.
ISBN:9783030258276
ISSN:2523-3289
DOI:10.1007/978-3-030-25827-6