Search Results for author: Despoina Makariou

Found 1 papers, 0 papers with code

A random forest based approach for predicting spreads in the primary catastrophe bond market

no code implementations28 Jan 2020 Despoina Makariou, Pauline Barrieu, Yining Chen

The random forest shows an impressive predictive power on unseen primary catastrophe bond data explaining 93% of the total variability.

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