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DmytroBigun / Kanban-Board

Kanban Board
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Proxy model CFs #2

Open DmytroBigun opened 5 years ago

DmytroBigun commented 5 years ago

Clarify coefficients for rgp regression in Matlab and ask Guido about the choice of them code: f04x03_GPR - DONE

Update 21-08-2019: Tasks: 1) Correct the input data (Raphael, problems with constant and strange CFs) 2) Check GPR regression parameters 3) Test runs with different parameters for GPR 4) New "Main Stats" function for 100k scenarios and comparing results with fitted results 5) Cross-review of the code

DmytroBigun commented 4 years ago

to discuss the process with Matthias and Christian. The plan is to have the results in February.

DmytroBigun commented 4 years ago

which discounting to use? Fabian : deterministic is better (June 2019 disc rates)

DmytroBigun commented 4 years ago

Change addpath('I:_restricted Area\DFA\Programme\Matlab\02_Developments_and_Tests\AggregationModel\08_Current_GIT_version\src\AGG\LOCAL\Classes'); to I:_restricted Area\DFA\Programme\Matlab\02_Developments_and_Tests\AggregationModel\02_Current_Git_Version\Classes