Extreme Quantile Regression Neural Networks for Conditionnal Risk Assessment
☆18Nov 21, 2025Updated 8 months ago
Alternatives and similar repositories for EQRN
Users that are interested in EQRN are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This project presents the application of a MS-QRNN model designed to estimate Value at Risk accurately by integrating both numerical fin…☆12May 15, 2024Updated 2 years ago
- A quarto extension for writing teaching practicals☆13Sep 21, 2025Updated 10 months ago
- Conditional Autoregressive Value-at-Risk: all flavors of CAViaR.☆10Jan 15, 2018Updated 8 years ago
- Univariate and multivariate time series forecasting, with uncertainty quantification (Python & R)☆23May 23, 2026Updated 2 months ago
- A terribly-simple data base for time series☆14Mar 25, 2026Updated 4 months ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- The asymptotic normal distribution properties☆16Mar 24, 2018Updated 8 years ago
- Estimation and forecasting of VAR model with the Lasso☆33Nov 19, 2025Updated 8 months ago
- posit::conf(2024) presentation about {mirai} and {crew}☆14Apr 18, 2025Updated last year
- R package - Quantile Regression Forests, a tree-based ensemble method for estimation of conditional quantiles (Meinshausen, 2006).☆32Feb 27, 2018Updated 8 years ago
- We investigate the connectedness of GDP growth risk over 12 OECD member countries. Understanding the Growth-at-Risk of GDP has been a pop…☆10Jun 8, 2020Updated 6 years ago
- TENET: Tail-Event driven NETwork Risk☆52Oct 21, 2025Updated 9 months ago
- This repository contains the codes for the paper "Machine-Learning-enhanced Systemic Risk Measure: A Two-Step Supervised Learning Approac…☆13Jul 18, 2022Updated 4 years ago
- Text Wrapping around Figures in Quarto☆11Dec 27, 2024Updated last year
- Hybrid CNN-LSTM for learning the spatio-temporal relationship between wind and significant wave height☆17Jun 27, 2025Updated last year
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Fast color lookup for R☆10Feb 17, 2025Updated last year
- Convert {sf} geometry to Rust native primitives☆13Jul 24, 2025Updated last year
- Package: Interactive Presentation Ninja☆10Jun 7, 2024Updated 2 years ago
- ☆10Feb 13, 2025Updated last year
- Diebold & Yilmaz method, DCC-Garch method on composite indicies. 2009-2019☆23May 31, 2020Updated 6 years ago
- A bit like 'stats::optim', but with torch☆10Apr 2, 2021Updated 5 years ago
- [PROTOTYPE] R package: marshal - Framework to Marshal Objects to be Used in Another R Processes☆15Apr 19, 2025Updated last year
- Official implementation of "Predicting Systemic Risk in Financial Systems Using Deep Graph Learning"☆15Sep 12, 2023Updated 2 years ago
- LaTeX author support files for IMS journal AOAS.☆13Mar 10, 2026Updated 5 months ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.☆27Jan 25, 2018Updated 8 years ago
- Drive web browser content from R☆13Dec 16, 2018Updated 7 years ago
- An R package for causal discovery in heavy-tailed models☆12Apr 22, 2024Updated 2 years ago
- Friendly & Fast Input-Output Matrix Analysis in R, with computations written in Rust.☆16Aug 2, 2026Updated last week
- Add iOS-style chat bubbles to Quarto RevealJS presentations, with fragment support and auto-scroll.☆15Jun 9, 2026Updated 2 months ago
- Source code of Statistical Computing 2 website☆12Feb 6, 2023Updated 3 years ago
- A Julia package for la pluie et le beau temps☆20Aug 4, 2026Updated last week
- CoVaR estimation via quantile regression☆27Jan 30, 2018Updated 8 years ago
- ☆12Feb 18, 2025Updated last year
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- An R package allowing efficient use of std::vector in Rcpp☆16Sep 14, 2019Updated 6 years ago
- Monthly air passengers and landings at San Francisco International Airport (SFO)☆12Mar 16, 2023Updated 3 years ago
- Spectral decomposition of spillover measures☆109Feb 24, 2023Updated 3 years ago
- Compare run times for various data frame packages☆24Jul 6, 2026Updated last month
- Time series with torch☆13Jun 18, 2022Updated 4 years ago
- A simple author handler for scientific writing☆22Jan 3, 2026Updated 7 months ago
- Quantile regression neural networks☆19Dec 2, 2023Updated 2 years ago