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00_a package - load data.R Add files via upload Aug 22, 2019
00_b package - network definitions.R Add files via upload Aug 22, 2019
00_c package - data preparation RNNs.R
01_a graphical illustrations.R Add files via upload Aug 22, 2019
02_a Lee Carter prediction.R Add files via upload Aug 22, 2019
03_a LSTM Toy.R
04_a LSTM - deep 3 mortality.R Add files via upload Aug 22, 2019
04_b LSTM - deep 3 both genders.R Add files via upload Aug 22, 2019
CHE_mort.csv
README.md Update README.md Aug 22, 2019

README.md

6 - Lee and Carter go Machine Learning: Recurrent Neural Networks

Here you find the code to the article "Lee and Carter go Machine Learning: Recurrent Neural Networks" from R. Richman and M.V. Wüthrich, available from https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3441030.

R Code

  • 00_a load data.R
  • 00_b package - network definitions.R
  • 00_c package - data preparation RNNs.R
  • 01_a graphical illustrations.R
  • 02_a Lee Carter prediction.R
  • 03_a LSTM Toy.R
  • 04_a LSTM - deep 3 mortality.R
  • 04_b LSTM - deep 3 both genders.R

Data

  • CHE_mort.csv
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