The Altair Community is migrating to a new platform to provide a better experience for you. In preparation for the migration, the Altair Community is on read-only mode from October 28 - November 6, 2024. Technical support via cases will continue to work as is. For any urgent requests from Students/Faculty members, please submit the form linked here
"R Extension"
Learner III
I'am trying to use Rapid-Miner to simulate Rate Structure; i have two Script R; the first one simulate for a period of 50 Years (200 Quartly) and for n scenarios Brownian Motion; the second one read the output of the first and try to give the short rate (for the same period and the same number of scenarios) under G2++ framework; if i try to run the process for 100 scenarios it takes 30 s but if i try to simulate 1000 Scenarios it never ended !!
The ultime goal is to construct a ESG (Econo]mic Scenarios Generator) with more risk factors (credit spread, Equity Index, Property index, rate curve structure, Inftation, Index, ...)
Is that a good idea to use RapidMiner for this ?
Thanks
The ultime goal is to construct a ESG (Econo]mic Scenarios Generator) with more risk factors (credit spread, Equity Index, Property index, rate curve structure, Inftation, Index, ...)
Is that a good idea to use RapidMiner for this ?
Thanks
Tagged:
0
