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
Hjemmeside https://berentlunde.netlify.com/

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; Skaug, Hans J. (veileder) (2016). Likelihood Estimation of Jump-Diffusions: Extensions from Diffusions to Jump-Diffusions, Implementation with Automatic Differentiation, and Applications. Bergen Open Research Archive. 105 s.
  • Lunde, Berent Ånund Strømnes; Kleppe, Tore Selland; Skaug, Hans J. (2019). An information criterion for gradient boosted trees. Big Insight; 2019-10-09.
  • Lunde, Berent Ånund Strømnes; Kleppe, Tore Selland; Skaug, Hans J. (2019). An information criterion for gradient boosted trees. UiS; 2019-09-17.
  • Lunde, Berent Ånund Strømnes; Kleppe, Tore Selland; Skaug, Hans J. (2019). Information criteria for gradient boosted trees: Adaptive tree size and early stopping. CFE-CMStatistics, National Chung Hsing University, and IFMSE; 2019-06-25 - 2019-06-27.
  • Lunde, Berent Ånund Strømnes (2018). Boosting i forsikring. Frende forsikring; 2018-12-07.
  • Lunde, Berent Ånund Strømnes (2018). Finance in the frequency domain. The Norwegian Society of Actuaries; 2018-05-03.
  • Lunde, Berent Ånund Strømnes (2018). Information efficient gradient tree boosting. Department of Mathematics, UiB; 2018-11-29.
  • Lunde, Berent Ånund Strømnes (2018). Information efficient gradient tree boosting. Bergen Machine Learning; 2018-10-31.
  • 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.
  • Lunde, Berent Ånund Strømnes (2017). Likelihood Estimation of Jump-Diffusions: Extensions from Diffusions to Jump-Diffusions, Implementation with Automatic Differentiation, and Applications. The Norwegian Society of Actuaries; 2017-02-16.