Ragnar Leví Guðmundarson

Intro

Welcome to my personal website where I post random notebooks about machine learning topics (with applications in Risk and Insurance).


Recent Posts

Proof-of-Work and Proof-of-Stake

2023-05-10 blockchain

The purpose of this notebook is to look at proof of work blockchain and proof of stake blockchain in a very primitive manner. We start with defining ... Read More

Gaussian Process Classification

2022-09-18 Classification Kernel

In this notebook I will be trying to fit a Gaussian Process classification from scratch on very simple simulated data. I will use the laplacian, ... Read More

Dependent Gaussian Processes

2022-06-30 Kernel

Dependent Gaussian Processes In this workbook, I am going to reproduce the work of Phillip Boyle and Marcus Frean Dependent Gaussian Processes. I will ... Read More

Neural Networks for Insurance Pricing

2022-04-11 Model Neural Network Insurance

In this notebook we will be looking at a typicall insurance pricing data set and test GLM and NN models. A typical assumption is that the repsone is ... Read More

Generalized Linear Models

2022-03-02 Model

In this notebook, I am going to note down elements of generalized linear models (GLM). GLMs come from the exponential family where a response $y$ has ... Read More

tags

blockchain classification data-analysis extremes graph index insurance kernel model neural-network risk visualization