Statistics: data exploration, factor analysis, estimation and prediction, regression, mixed models, GLM, GLMM, logit, probit, logistic regression, AIC, goodness-of-fit, survival analysis, IRT (item respons theory), rating scale analysis, ROC curve, classification, clustering, spatial statistics, geo-statistics
Machine learning: classification, regression, clustering, anomaly detection
Recommender Systems: user-based, item-based, matrix factorization - based, hybryd, ratings, market basket analysis
Insurance: Pricing in P&C insurance, a priori ratemaking, a posteriori ratemaking, claim reserving, copulas, actuarial models, risk assesment, risk scoring
R code
Selected statistical models on non-life insurance with R co-authors: S. Wanat, D. Sobiecki
R code
of examples in R Markdown
and full code to download
Mixed models in ratemaking - This work was supported by Polish National Science Centre (NCN) under Grant NN 111461540 (in polish) Taryfikacja w ubezpieczeniach majątkowych z wykorzystaniem modeli mieszanych.
R code