Published May 21, 2020
| Version v1
Dataset
Open
Benchmark and training data for replicating financial and insurance examples
Description
This dataset contains training, validation and out-of-sample test data for two European calls and two examples of portfolio of variable annuity guarantees.
Files
Benchmark and training data.ipynb
Files
(7.8 GB)
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md5:9ae9baea583f3257c1295c1358302fa3
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87.5 kB | Preview Download |
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md5:b286a877caeb01247b016f78312a3637
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65.8 MB | Preview Download |
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md5:00cdd85628b001ce855baa04db2664c0
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25.0 MB | Preview Download |
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md5:c519b7af91cc8ffb25c3085e24f4f1b2
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1.5 GB | Download |
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md5:6be0d899910b937f53ce4c04c44844f5
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65.6 MB | Preview Download |
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md5:e23105536f99e1a6b3bdf240a86899fc
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25.3 MB | Preview Download |
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md5:8299bbc7ff71b16a233627ef0c455d77
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193.5 MB | Download |
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md5:61f211855d3b3bfd22fa5ea12364bc2a
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3.7 GB | Download |
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md5:8038f1d9f0126c7970cd0b7b21789fbe
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2.0 GB | Download |
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md5:e4b1549976553769e85541b38c9d2b70
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65.8 MB | Preview Download |
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md5:e523d9272cebbae8fa699ad9f7b75dbe
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25.7 MB | Preview Download |
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md5:ef0cd0108ce3a22195d3a4da5840d30d
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65.8 MB | Preview Download |
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md5:b964b5f45c76a8c95aa36f112eb5419a
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26.5 MB | Preview Download |