Applications for GAVONTS

Quantitative Fund Management

GAVONTS can be used to create quantitative trading models which produce market trading recommendations based on a non-linear vector time-series analysis of the available market data. A live example will be available on this site shortly.

Credit Scoring

'Credit Scoring' is the process whereby the credit-worthiness of a counterparty or customer is evaluated based on the information that is available about them.

Often, linear statistical analysis is used to create 'score cards' that can be used to compute a 'credit score', which is related to their estimated probability of default.

GAVONTS can process the available information in more subtle and complex ways than conventional linear statistics, thus enabling more robust estimators to be derived.

Insurance Risk Estimation

This is qualitatively similar to the credit scoring application, but in this case it is the available information about the item or individual to be insured that is used to compute the best statistical risk estimator.