Software development
R packages
I have a good experience developing software, in particular in the last decade I worked several
projects employing R and Python, as result I created some packages and libraries.
- mau An R package for design and test of
multi-criteria decision models employing Multi-Attribute Utility Theory (MAUT).
- KRIG An R package implemented with Rcpp
and RcppArmadillo. Spatial statistics methods all based on Kriging. It includes functional analysis
of variance (FANOVA).
- CFINI An R package currently under
development, implemented with Rcpp. It will provide different computational finance algorithms. As
novelty this package includes a pricing method with n-ary trees.
C++ libraries
- CAG Basic algebraic geometry template
library developed with C++ based complete on the standard library.
- KRIGA Elementary C++ kringing library
implemented over the Global Arrays library (currently outdated).
Others
-
Risko NIC19 a complete project for
the estimation of reserves for employee benefits under the prescription of the International
Accounting Standards IAS19.
-
Risko A package with different actuarial tools, parallel simulation of continuous Markov processes,
premium estimation of individual and collective risk models and reserves computations.