Team, Visitors, External Collaborators
Overall Objectives
Research Program
Application Domains
Highlights of the Year
New Software and Platforms
New Results
Bilateral Contracts and Grants with Industry
Partnerships and Cooperations
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Section: New Software and Platforms


Development of the quantitative platform Premia in 2019

Premia 21 has been delivered to the Premia Consortium on March 21th 2019.

In this version, the following algorithms have been implemented:

Machine Learning, Risk Management, Risk model, Insurance
Equity Derivatives

We benefited from the help of the engineer Pierre-Guillaume Raverdy.