Value at Risk and Backtest Routines
☆32Sep 8, 2025Updated 5 months ago
Alternatives and similar repositories for VaR
Users that are interested in VaR are comparing it to the libraries listed below
Sorting:
- Statistical tests for Value at Risk (VaR) Models.☆16Nov 16, 2025Updated 3 months ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Jun 12, 2025Updated 8 months ago
- Library for automated signal segmentation, trend classification and analysis.☆32Feb 4, 2026Updated last month
- DevOps For BigData With CI/CD☆20Aug 17, 2024Updated last year
- AI enhanced automation tool for financial modelling and market analysis.☆12Sep 10, 2019Updated 6 years ago
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆24Jun 24, 2020Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆34Aug 18, 2020Updated 5 years ago
- 新一代API課程範例☆18Jul 15, 2025Updated 7 months ago
- To predict weekly games of the National Football League using game stats☆13Jun 13, 2020Updated 5 years ago
- Financial Machine Learning with R☆15Jan 26, 2020Updated 6 years ago
- ☆11Feb 19, 2025Updated last year
- Python program to calculates the real and imaginary part of the dielectric function, real and imaginary part of the refractive index for …☆12Sep 9, 2015Updated 10 years ago
- The NSE has a website that displays the option chain in near real-time. This program retrieves this data from the NSE site and then gener…☆11Aug 21, 2021Updated 4 years ago
- Open quantum walk simulations in python☆10Oct 11, 2016Updated 9 years ago
- Removes all forbidden characters from the file name.☆10Dec 16, 2024Updated last year
- The annual coding competition hosted by Optiver in collaboration with LSE☆18Jul 18, 2022Updated 3 years ago
- A dashboard for integrating Python, Tableau, and Google Sheets for automated data collection, analysis, and visualization.☆10Dec 8, 2022Updated 3 years ago
- Predicting College Basketball Games with Machine Learning☆12Mar 19, 2024Updated last year
- Lecture: Data Compression in Computational Science and Quantum Computing (計算科学・量子計算における情報圧縮)☆13Jan 18, 2023Updated 3 years ago
- Install script collection for open-source software☆14Oct 2, 2025Updated 5 months ago
- Revel (framework) + mongodb generator☆10Mar 23, 2020Updated 5 years ago
- Full code for my Medium article on how I code a simple Python Stock Screen.☆13Apr 17, 2024Updated last year
- ☆11May 8, 2018Updated 7 years ago
- ☆13Nov 18, 2018Updated 7 years ago
- Gym implementation of connector to Deepmind lab☆12Mar 26, 2019Updated 6 years ago
- Finance 6470: Derivatives Markets☆10Apr 15, 2021Updated 4 years ago
- React Buttons component☆12Sep 22, 2023Updated 2 years ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Feb 3, 2014Updated 12 years ago
- Mis proyectos de marketing aplicando AI☆11Oct 31, 2025Updated 4 months ago
- estimating stock index values based on economic indicators with R☆10Jun 22, 2016Updated 9 years ago
- JAX implementation of GPTQ quantization algorithm☆10Jul 19, 2023Updated 2 years ago
- Multi-Objective Causal Bayesian Optimisation, a new paradigm for finding Pareto-optimal interventions in multi-outcome causal models☆16Jun 2, 2025Updated 9 months ago
- A simple multicohort LTV calculator for subscriptions☆11Mar 7, 2023Updated 2 years ago
- Layered distributions using FLAX/JAX☆10Dec 13, 2020Updated 5 years ago
- ☆13Nov 21, 2015Updated 10 years ago
- Model-based time series clustering using variational inference.☆12Oct 28, 2018Updated 7 years ago
- ☆11Jul 3, 2019Updated 6 years ago
- MATLAB implementation of the universal directed information estimators in Jiantao Jiao, Haim H. Permuter, Lei Zhao, Young-Han Kim, and Ts…☆11Apr 2, 2019Updated 6 years ago
- 🎮 A configurable Breakout environment for reinforcement learning☆11Mar 20, 2018Updated 7 years ago