Sep `14 – Present
A system that generates statistical simulation of company's cash flow and forecast the future on the market by means of mathematical modeling
A major USA insurance and reinsurance company
The delivered solution simulated the market. The received results were gathered into a scenario which helped the customer to make major decisions about the future of the company. The system also analyzed a business day, tracked index changes, and generated a curve that showed market flows during the day. The project also required knowledge in economy and business, so the information should have been gathered from different sources.
Technologies Stack:CUDA MATLAB Python
Service & Support
Ivan Franko National University of Lviv
Master’s degree – Mathematics, Department of Mathematical Economics and Econometrics, 2013