Estimators and analysis for extreme value theory (EVT)
☆22May 30, 2021Updated 5 years ago
Alternatives and similar repositories for evt
Users that are interested in evt are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Using Extreme Value Theory (EVT) to Estimate Value-at-Risk (VaR) and Expected shortfall (ES)☆12Jun 22, 2021Updated 5 years ago
- Various risk analysis projects in R, applying extreme value theory, copula modeling, and value-at-risk backtesting to real world stock da…☆15Jan 5, 2021Updated 5 years ago
- Estimate linear moments for statistical distribution functions☆37Feb 21, 2023Updated 3 years ago
- Unofficial mirror☆13Jul 13, 2017Updated 8 years ago
- 使用极端值理论(Extreme Value Theory)实现阈值动态自动化设置☆96Dec 20, 2018Updated 7 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- The purpose this project is to implement the Frank-Wolfe Algorithm for transportation network analysis. The next section summarizes the k…☆10Nov 10, 2016Updated 9 years ago
- Fast Combinatorial Cross Validation☆20May 24, 2021Updated 5 years ago
- Time series regime analysis in python☆13Oct 13, 2022Updated 3 years ago
- Fully automated trading system, strategy based on Kalman filter☆13May 7, 2018Updated 8 years ago
- kdb+/q kalman beta matlab python☆11Sep 11, 2019Updated 6 years ago
- setting condarc file and R snippet to use conda install and install_git with a proxy on windows platform☆10Apr 14, 2023Updated 3 years ago
- Spectral Alignment of Graphs☆11Mar 26, 2017Updated 9 years ago
- scikit-extremes is a basic statistical package to perform univariate extreme value calculations using Python☆44Apr 10, 2022Updated 4 years ago
- Women With HRT Bookbuilder Workshop☆19May 20, 2021Updated 5 years 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.
- A paper replication project for Time-driven feature-aware jointly deep reinforcement learning☆12Mar 12, 2021Updated 5 years ago
- This project is developed in Python and it proposes the development of a Bayesan Network to infer the probabilities of serious floods in …☆16Sep 16, 2022Updated 3 years ago
- Repository of Quantitative Finance Models☆13Jan 25, 2025Updated last year
- Realtime Violence Detection with Raspberry-pi☆27Jan 22, 2022Updated 4 years ago
- Implementation of a variety of Value-at-Risk backtests☆42May 25, 2019Updated 7 years ago
- "This book is for all of us who looked up at the sky in wonder, and then cried when we learned how much calculus separated us from the st…☆18Dec 27, 2019Updated 6 years ago
- Big C++ Book by Cay S. Horstmann, 2nd Edition, Solutions of problems and Exercises☆18Jul 11, 2018Updated 7 years ago
- Pearson product-moment correlation coefficient☆13Dec 11, 2016Updated 9 years ago
- This is the official implementation for IJCAI 2023 Paper: Towards Hierarchical Policy Learning for Conversational Recommendation with Hyp…☆12Sep 19, 2023Updated 2 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- In this repository, I place my solution for the exercises in multiple famous math textbooks, including Stochastic Differential Equation, …☆14Nov 13, 2023Updated 2 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆162Jan 4, 2022Updated 4 years ago
- An app written with python to output so-called BAZI chart based on someone's birth time. Something like natal chart in Chinese culture.☆18Jun 21, 2015Updated 11 years ago
- A PyTorch exercise in implementing a continuous time LSTM to simulate Neural Hawkes Process based on the paper by Hongyuan Mei and Jason …☆11Apr 11, 2023Updated 3 years ago
- MD,LSTM-AE,VAE-MAD-GAN☆31Jun 7, 2021Updated 5 years ago
- ☆16Jul 17, 2020Updated 5 years ago
- Pairs Trading Strategy Implementation in C++☆20Jul 24, 2017Updated 8 years ago
- Several maximum likelihood ICA algorithms, including Picard☆23Sep 13, 2017Updated 8 years ago
- Fourier-Bayesian estimation of stochastic volatility models☆17Sep 23, 2021Updated 4 years 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.
- ☆14Jul 29, 2023Updated 2 years ago
- Codes for my thesis project: replicating and modifying quant GANs.☆19Aug 23, 2021Updated 4 years ago
- Wasserstein GAN with gradient penalty (WGAN-GP) applied to financial time series.☆17Oct 17, 2018Updated 7 years ago
- Multi-scale Anomaly Detection on Attributed Networks☆14Dec 3, 2021Updated 4 years ago
- Violence Detection using a CNN-LSTM model☆38Oct 30, 2023Updated 2 years ago
- ☆20Jan 26, 2025Updated last year
- Python library with functions to compute early warning signals for tipping points on time-series.☆28Apr 18, 2025Updated last year