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PhuongLeHo

Le Ho Nguyet Phuong

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Australian Mortality Actuarial Modelling and Projection
Mortality modelling and projection for lifetime annuities offerings plan to adults turning 18. The models are calibrated under: Parametric and non-parametric curve fitting; Lee-Carter Model for projection fitting, which will be used to price the annuities offerings. The mortality model input is from Human Mortality Database (HMD) for Australia.
Apple Share Price Time Series GARCH model
In this project, we are going to diagnose changing in volatility of Apple stock price( conditional heteroskedasticity) and incorporate GARCH model to tackle this issue and perform price forecasting.
Apple Share Price Time Series GARCH model
We use GARCH to model conditional heteroskedasticity of Apple share price daily return and simulate one year ahead price