Measure market risk by CAViaR model
☆16Dec 15, 2024Updated last year
Alternatives and similar repositories for CAViaR
Users that are interested in CAViaR are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- R code for CAViaR model☆31Dec 12, 2021Updated 4 years ago
- Qwen Trading Bot, Qwen Crypto Trader, Qwen AI Trading System, Qwen AI Trader, Qwen Automated Trading, Qwen Arbitrage Bot, Qwen Algorithmi…☆15Nov 6, 2025Updated 4 months ago
- Conditional Autoregressive Value-at-Risk: all flavors of CAViaR.☆10Jan 15, 2018Updated 8 years ago
- Multivariate GARCH modelling in Python☆16Nov 3, 2024Updated last year
- dynamic copula dcc garch estimate bank systematic risk☆20Dec 29, 2021Updated 4 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Fit hidden Markov model to stock returns and backtest strategy with hidden volatility regime filter☆11Nov 12, 2018Updated 7 years ago
- Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…☆14Jan 21, 2022Updated 4 years ago
- Applying Hidden Markov Models to model Gold Intraday Volatility by detecting regime switches from low-vol regimes to high-vol☆16Feb 17, 2021Updated 5 years ago
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆22Feb 25, 2024Updated 2 years ago
- Code for Nature paper, causality of nodal time-series observations.☆10Feb 28, 2024Updated 2 years ago
- ML SUPERTREND ULTIMATE -ML- QLearning +Per + LSTM + CNN☆15Nov 12, 2025Updated 4 months ago
- Big Data Inventory Management on AWS (Demand Forecasting, Machine Learning, Dashboarding) : Presented at Carlson School of Management dur…☆11Apr 15, 2020Updated 5 years ago
- D-vine quantile regression☆11Dec 9, 2025Updated 3 months ago
- Supplementary xts functionality, and development platform for GSoC projects☆14Feb 9, 2015Updated 11 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- Production-grade engineering skills for AI coding agents.☆115Mar 15, 2026Updated last week
- Estimating and Forecasting Macroeconomics Variable Using Time Varying Parameters (TVP) Factor Augmented Vector Autoregression (FAVAR)☆16May 4, 2025Updated 10 months ago
- ☆12Dec 14, 2021Updated 4 years ago
- ☆11Jul 20, 2015Updated 10 years ago
- Implementation of a variety of Value-at-Risk backtests☆43May 25, 2019Updated 6 years ago
- Simple Breakout Trading Strategy based on Bollinger Bands☆11Jan 4, 2022Updated 4 years ago
- Detection of abnormal patterns in electricity usage via time series forecasting☆11Apr 15, 2018Updated 7 years ago
- Vine_Copula_based_ARMA_EGARCH☆10Feb 10, 2019Updated 7 years ago
- A Manim Plugin that renders LaTeX for Mobjects like Tex and MathTex via online services.☆18Sep 2, 2022Updated 3 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- ☆10Apr 5, 2022Updated 3 years ago
- 🦙 A cute and cuddly multi-platform cryptocurrency quant trading engine.☆10Dec 9, 2022Updated 3 years ago
- An R package for extreme quantile regression with random forests☆12Dec 2, 2024Updated last year
- A simple lightweight trading framework compatible with Stock, Forex, Crypto... markets☆15Dec 28, 2025Updated 3 months ago
- Quantitative Finance Research☆18Sep 20, 2025Updated 6 months ago
- 本项目主要是对2008年1月1日-2021年12月31日我国1343家非金融企业的系统性风险进行测度并对风险传染机制进行分析,其主要内容包含以下两个部分:(1)基于DCC-GARCH模型的系统性风险(MES)测度,(2)复杂网络的抗毁性分析☆15May 28, 2022Updated 3 years ago
- OpenCV&YOLOv5的车流量统计系统(源码&部署教程)☆24Nov 12, 2023Updated 2 years ago
- Quantification of global drought recovery probability based on Vine Copula☆19Jan 25, 2024Updated 2 years ago
- Kaggle Grupo Bimbo Inventory Demand, NO.156/top 8% (post competition analysis) 庫存需求預測、前 8 % ( 賽後分析 )☆16Dec 11, 2022Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- 实现对某个路段一段时间内的车辆流量预测☆19Jul 14, 2019Updated 6 years ago
- Copula fitting in Python.☆13Dec 4, 2023Updated 2 years ago
- Drawing inspiration from Andrej Karpathy's LLM Council, this is an implementation for coding. LLMs evaluate each other and generate the b…☆24Dec 7, 2025Updated 3 months ago
- An interactive financial calculator that shows retirement growth over time.☆13Apr 14, 2021Updated 4 years ago
- Inventory Management for Retail — Stochastic Demand☆19Jan 3, 2026Updated 2 months ago
- 🐳Converts Forex historical data to different formats via GitHub Actions☆17Apr 17, 2021Updated 4 years ago
- Scripts to convert CSV data format into MT FXT.☆13Oct 26, 2016Updated 9 years ago