VermeirJellen / Financial_Risk_Modeling_ResearchView external linksLinks
Practical applications towards risk-centric portfolio management
☆46May 16, 2016Updated 9 years ago
Alternatives and similar repositories for Financial_Risk_Modeling_Research
Users that are interested in Financial_Risk_Modeling_Research are comparing it to the libraries listed below
Sorting:
- Project includes scripts to set up a securities master database with stock and ETF timeseries data☆11Apr 20, 2016Updated 9 years ago
- Simple trend predictions for bitcoin price data and cryptocurrency market capitalization.☆12Jan 20, 2018Updated 8 years ago
- CoVaR estimation via quantile regression☆28Jan 30, 2018Updated 8 years ago
- Multivariate DCC-GARCH model☆16Sep 27, 2018Updated 7 years ago
- Finance Group☆16Jun 2, 2015Updated 10 years ago
- ☆11Jan 26, 2025Updated last year
- Automatically exported from code.google.com/p/quantandfinancial☆14Feb 27, 2016Updated 9 years ago
- Python Jupyter notebook for sharpe ratio based cryptocurrency portfolio optimization using Monte-Carlo method☆18Mar 11, 2021Updated 4 years ago
- TENET: Tail-Event driven NETwork Risk☆49Oct 21, 2025Updated 3 months ago
- Diebold & Yilmaz method, DCC-Garch method on composite indicies. 2009-2019☆23May 31, 2020Updated 5 years ago
- DSGE/CGE/VAR/DID/RD/IV/Panel Data☆18Nov 22, 2019Updated 6 years ago
- Automated data extraction from U.S. state Comprehensive Annual Financial Reports (CAFR).☆16Feb 27, 2022Updated 3 years ago
- R wrapper for the Poloniex Cryptocurrency Trading API (Package)☆19Sep 5, 2017Updated 8 years ago
- Converts the full Yahoo Finance stocks list into a .csv file with ticker symbol, company name, exchange and country mapped.☆21Jan 14, 2015Updated 11 years ago
- Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.☆23Jan 25, 2015Updated 11 years ago
- Credit Default Swap Pricer☆19Aug 12, 2023Updated 2 years ago
- A lightweight easy to use package to parse text from PDF files on client side without any server dependency.☆12Jun 16, 2024Updated last year
- An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies☆29Jun 7, 2020Updated 5 years ago
- TulipCell is an Excel add-in providing 100+ technical analysis indicators.☆35May 14, 2017Updated 8 years ago
- AIPlanner is an machine learning based asset allocation and consumption planning calculator. Included are sources to two other similar ca…☆32Mar 12, 2024Updated last year
- Retrieving historical financial stocks data from MorningStar☆29Aug 15, 2015Updated 10 years ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆37Apr 16, 2016Updated 9 years ago
- Conditional Autoregressive Value-at-Risk: all flavors of CAViaR.☆10Jan 15, 2018Updated 8 years ago
- Spreadsheet Differ☆86Jul 4, 2020Updated 5 years ago
- ArifOS — AAA MCP-governed constitutional kernel for AI agents.☆29Updated this week
- 股市新聞信息與過去股價作為預測股價特徵時應提取文章數量及方法☆10May 11, 2020Updated 5 years ago
- Fundamental Accounting Concept Relations validation for International Financial Reporting Standards (IFRS).☆14Sep 20, 2018Updated 7 years ago
- R Package for Bootstrap Unit Root Tests☆10May 5, 2025Updated 9 months ago
- This is a read-only mirror of the CRAN R package repository. splm — Econometric Models for Spatial Panel Data☆10Dec 21, 2023Updated 2 years ago
- Repository hosing the carbon policy shocks identified in Känzig (2023)☆12Jun 2, 2025Updated 8 months ago
- Black Scholes formula and greeks☆37May 6, 2014Updated 11 years ago
- Stata、计量经济学、DSGE☆45May 17, 2023Updated 2 years ago
- Simple Mega.co.nz Account Bruteforce Tool☆13Apr 15, 2017Updated 8 years ago
- Hidden Markov Model for .NET☆11Jul 13, 2015Updated 10 years ago
- R package for Markov regime-switching models☆12Jan 23, 2018Updated 8 years ago
- R scripts and data for replicating (and, with some modification, updating) statistical assessments of risks of state-led mass-killing ons…☆14Sep 12, 2015Updated 10 years ago
- ☆14Updated this week
- The Valuation of Convertible Bonds with Credit Risk (for Honours in Advanced Mathematics of Finance research project, at the University o…☆11Nov 23, 2012Updated 13 years ago
- A Python implementation of Modern Portfolio Theory, with applications to philanthropy☆38Jul 21, 2020Updated 5 years ago