Et profilbilde

Stipendiat
Berent Ånund Strømnes Lunde { "honorific-suffix": "Stipendiat", "fn": "Berent Ånund Strømnes Lunde", "tel": "", "email": "berent.a.lunde@uis.no" }

Avdeling/enhet Det teknisk- naturvitenskapelige fakultet
Institutt/senter Institutt for matematikk og fysikk

Undervisning

Forskningsområder

  • Machine Learning, in the intersect of probability theory, information and boosting algorithms. Exploring and developing fully automated (no manual tuning) gradient tree boosting.
  • Computational Statistics, including numerical Maximum Liklelihood optimisation using saddlepoint methods, mainly with applications to stochastic differential equations with jumps and models where the density is intractable.

Utvalgte publikasjoner

Pågående forskning

Arbeidserfaring

  • 2017-present: PhD candidate, Dept. Mathematics and Physics, University of Stavanger
  • 2016-2017: Actuary, Tryg Insurance
  • 2015-2017: Teaching Assistant, Dept. Mathematics, University of Bergen

Vitenskapelige publikasjoner (fra CRISTin)

  • Lunde, Berent Ånund Strømnes (2018). Finance in the frequency domain. The Norwegian Society of Actuaries; 2018-05-03.
  • Lunde, Berent Ånund Strømnes; Kleppe, Tore Selland; Skaug, Hans Julius (2018). Saddlepoint adjusted inversion of characteristic functions. CFE-CMStatistics, City University of Honk Kong, and IFMSE; 2018-06-18 - 2018-06-21.