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Vytautas Savickas

  • Mr.
  • Student Assistant: Fraud Detection Research
  • VU University Amsterdam
  • 2PublicationsNumber of items in Vytautas's My Publications folder on Mendeley.
  • 2Followers

Research interests

Interest Rate Derivatives Parallel + GPU ComputingQuantitative Finance Hybrid Monte Carlo Methods Credit

About

Born in Kaunas, Lithuania. Graduated from Kaunas University of Technology Gymnasium in 2006. Finished Bachelor in Applied and Computational Mathematics in Jacobs University Bremen, Germany in 2009. BSc thesis: Limits of Supercritical Galton-Watson Process, Reductions of Age-Dependent Single & Multi-Type Processes to simple Multi-Type Process Currently Pursuing Masters Degree in Utrecht University.

Followers (2)

Following (2)

Publications (2)

  • Limits of Supercritical Galton-Watson Process, Reductions of Age-Dependent Single & Multi-Type Processes to simple Multi-Type Process

    • Vytautas Savickas
    N/AReaders
    N/ACitations
  • Preconditioning of Jacobi iteration & Conjugated Gradient Method

    • Vytautas Savickas
    N/AReaders
    N/ACitations

Professional experience

Student Assistant: Fraud Detection Research

Vrije Universiteit Amsterdam

September 2009 - Present

Education history

MSc Stochastics and Financial Mathematics

Universiteit Utrecht - University of Utrecht

September 2009 - Present