A tool for quantitative risk analysis of Android applications based on machine learning techniques
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Dec 23, 2024 - Python
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quantitative-risk-analysis
Here are 5 public repositories matching this topic...
This project studies the effects of the shape parameter estimator uncertainty at different threshold levels on the value-at-risk confidence interval for quantitative risk management (QRM) using the Generalized Pareto Distribution (GPD) from the Extreme Value Theory (EVT) approach.
finance stock stock-market equity quantitative-risk-analysis value-at-risk equity-markets generalized-pareto-distribution equity-research financial-risk-analytics financial-risk extreme-value-theory
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Aug 30, 2022 - Jupyter Notebook
Practical, hands-on risk modeling, risk assessment and verifications of risk models across major risk classes and understanding risk regulation as well. Implementing risk models in Python, R and Excel.
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May 19, 2022 - HTML
Python implementation of the rearrangement algorithm to find bounds of functions of dependent risks, e.g., best- and worst-case value-at-risk (VaR).
python operations-research quantitative-risk-analysis rearrangement qrm dependent-risks rearrangement-algorithm
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Nov 3, 2021 - Python
Replicating Hull & White (2017) paper on minimum-variance delta hedging
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Aug 21, 2024 - Jupyter Notebook
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