Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.
☆98Feb 15, 2023Updated 3 years ago
Alternatives and similar repositories for market_risk_gan_tensorflow
Users that are interested in market_risk_gan_tensorflow are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model☆72Sep 15, 2019Updated 6 years ago
- Automatic feature engineering using Generative Adversarial Networks using TensorFlow.☆51Feb 15, 2023Updated 3 years ago
- the notebook component of a PySpark application to calculate value-at-risk for a portfolio of securities☆11Jan 14, 2017Updated 9 years ago
- Automatic feature engineering using Generative Adversarial Networks using Deeplearning4j and Apache Spark.☆21Jul 15, 2022Updated 3 years ago
- Built quantitative models to measure value at risk (VaR) and Expected Shortfall (ES).☆13Aug 30, 2018Updated 7 years ago
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- Automatic feature engineering using deep learning and Bayesian inference using PyTorch.☆20Oct 15, 2025Updated 5 months ago
- With real market data using Black Scholes and Brentq☆27Mar 31, 2020Updated 5 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…☆22Nov 3, 2020Updated 5 years ago
- Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot☆11May 13, 2018Updated 7 years ago
- Valuation of Callable Bonds with short rate Hull-White model using: binomial trees, PDE with Green functions etc.☆14Jun 6, 2018Updated 7 years ago
- TensorFlow implementation of the HARNet model for realized volatility forecasting.☆28Jul 16, 2023Updated 2 years ago
- Options Scanner☆13Mar 2, 2022Updated 4 years ago
- Development space for PhD in Finance☆34Mar 28, 2020Updated 6 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- The Value at Risk (VaR) calculation, Python version☆11Nov 1, 2019Updated 6 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆75Apr 9, 2020Updated 5 years ago
- ☆10Dec 17, 2018Updated 7 years ago
- Repository for teachings on Quant Finance☆51Nov 12, 2019Updated 6 years ago
- Comparison of Markov-Switching GARCH models, namely symmetric GARCH, EGARCH, GJR-GARCH, performances in Value-at-Risk forecasting.☆28Aug 28, 2017Updated 8 years ago
- Short Course - Applied Machine Learning for Risk Management☆256Feb 8, 2018Updated 8 years ago
- HSE Course in Risk-Management☆13Dec 13, 2018Updated 7 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆123Feb 17, 2021Updated 5 years ago
- By means of stochastic volatility models☆45Mar 24, 2020Updated 6 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Notes for Active Portfolio Management, by Grinold and Kahn☆47May 17, 2016Updated 9 years ago
- Bayesian Inference and parameter estimation in quant finance.☆43Feb 18, 2019Updated 7 years ago
- Implementation of a variety of Value-at-Risk backtests☆43May 25, 2019Updated 6 years ago
- In this project, this research generally investigates the financial time series such as the price & return of NASDAQ Composite Index usin…☆12Dec 7, 2018Updated 7 years ago
- ☆18Feb 13, 2022Updated 4 years ago
- ☆16Mar 15, 2018Updated 8 years ago
- Vollab (Volatility Laboratory) is a python package for testing out different approaches to volatility modelling within the field of mathe…☆18Apr 30, 2021Updated 4 years ago
- ☆15Feb 16, 2023Updated 3 years ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, a…☆10Sep 26, 2018Updated 7 years ago
- Portfolio Risk Assessment leveraging Probabilistic Deep Neural Networks☆21Apr 16, 2025Updated 11 months ago
- ☆19Jan 19, 2020Updated 6 years ago
- Undergraduate thesis, Seoul National University Dept. of Economics — "Modeling Volatility and Risk Spillover Between the Financial Market…☆23Jan 15, 2025Updated last year
- ☆12Apr 17, 2021Updated 4 years ago
- In this project I have performed analysis and prediction on 1,3,and 5 year returns on 1064 mutual funds in India. I have scraped data fro…☆15Jul 25, 2022Updated 3 years ago
- Automatic feature engineering using deep learning and Bayesian inference using TensorFlow.☆71Feb 15, 2023Updated 3 years ago