Options

"R Extension"

VlaVla Member Posts: 1 Contributor I
edited May 2019 in Help
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

Tagged:
Sign In or Register to comment.