Emilio L. Sáenz Guillén
'The Rowers'. 1912. Oil on canvas. 100.5 × 171.5 cm.
Basque Artists I (19th–early 20th century).
Donated by Mr. Resurrección María de Azkue in 1945.

Emilio L. Sáenz Guillén

Ph.D. Candidate in Actuarial Science

R PACKAGES

GeDS: Geometrically Designed Spline Regression

Spline Regression, Generalized Additive Models, and Component-wise Gradient Boosting, utilizing Geometrically Designed (GeD) Splines. See https://cran.r-project.org/package=GeDS.

ddfs: Density and Distribution Function variable-knot Spline estimation

Univariate and bivariate nonparametric estimation of the probability density and cumulative distribution functions of a random variable using B-splines. See https://github.com/emilioluissaenzguillen/ddfs.

doRNG: Generic Reproducible Parallel Backend for 'foreach' Loops

Functions to perform reproducible parallel foreach loops, using independent random streams as generated by L’Ecuyer’s combined multiple-recursive generator (L’Ecuyer (1999)). See https://cran.r-project.org/package=doRNG.

TUTORIALS & OTHER CODING

UK yield curve forecasting

Forecasting the UK term structure using a state-space representation of the Diebold-Li model and LSTM neural networks. See https://github.com/emilioluissaenzguillen/uk-yield-curve-forecasting.

Spain mortality projection

Projecting Spanish mortality risks for 2024–2100 following the INE (Instituto Nacional de Estadística) methodology. See https://github.com/emilioluissaenzguillen/spain-mortality-projection.

Trucost-Dealscan matching

Stata code for matching Trucost and Dealscan databases. See https://github.com/emilioluissaenzguillen/trucost-dealscan-matching.

Stata Tutorials (in Spanish)