Lee-Carter model and Kernel PCA
This thesis investigates the application of Kernel Principal Component Analysis (KPCA) method on the Lee-Carter model, which is a two-step model for estimating and forecasting mortality rates (Lee and Carter, 1992). The motivation comes from the possible non-linearity of mortality data which cannot...
Saved in:
Main Author: | |
---|---|
Other Authors: | |
Format: | Final Year Project |
Language: | English |
Published: |
Nanyang Technological University
2022
|
Subjects: | |
Online Access: | https://hdl.handle.net/10356/156935 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Nanyang Technological University |
Language: | English |
Be the first to leave a comment!