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Altair RapidMiner
"R Extension"
Vla
I'am trying to use Rapid-Miner to simulate Rate Structure; i have two Script R; the first one simulate for a period of 50 Years (200 Quartly) and for n scenarios Brownian Motion; the second one read the output of the first and try to give the short rate (for the same period and the same number of scenarios) under G2++ framework; if i try to run the process for 100 scenarios it takes 30 s but if i try to simulate 1000 Scenarios it never ended !!
The ultime goal is to construct a ESG (Econo]mic Scenarios Generator) with more risk factors (credit spread, Equity Index, Property index, rate curve structure, Inftation, Index, ...)
Is that a good idea to use RapidMiner for this ?
Thanks
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