Topic: expected-shortfall Goto Github
Some thing interesting about expected-shortfall
Some thing interesting about expected-shortfall
expected-shortfall,Expected Shortfall Backtesting
User: bayerse
expected-shortfall,The goal of esreg is to simultaneously model the quantile and the expected shortfall of a response variable given a set of covariates.
User: bayerse
Home Page: https://projecteuclid.org/euclid.ejs/1559872834
expected-shortfall,This repository consits of: projects and homeworks connected with research area such as Risk Management.
User: bjam24
expected-shortfall,Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.
User: emanuelsommer
Home Page: https://emanuelsommer.github.io/portvine/
expected-shortfall,Code for the case studies and theoretical visualizations for the master thesis 'Estimation and Backtesting of the Expected Shortfall and Value at Risk using Vine Copulas'
User: emanuelsommer
expected-shortfall,[R] Statistical analysis of financial data conducted in R
User: ericyung1998
expected-shortfall,The purpose of investments is to obtain a profit. One type of investments that can be done is stock investment. Investors can diversify the stocks to reduce the risk of an investment. Stock diversification is done by combining several stocks and then forming a portfolio.
User: febrinadevitas
expected-shortfall,R package providing functions for computing Expected shortfall (ES) and Value at risk (VaR)
User: geobosh
Home Page: https://geobosh.github.io/cvar/
expected-shortfall,Provides a concrete Julia implementation for computing the conditional value-at-risk (aka expected shortfall) for discrete probability distributions. Also works as a pseudocode for other languages.
User: jaantollander
Home Page: https://jaantollander.com/post/measuring-tail-risk-using-conditional-value-at-risk/
expected-shortfall,Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.
User: mtouyaa
expected-shortfall,Repository represents python usability of measuring and managing risks (practice tasks and real cases)
User: olesyamba
expected-shortfall,A library for the calculation of tail risk measures
User: open-risk
Home Page: https://www.openriskmanagement.com
expected-shortfall,Comparisons of financial metrics (e.g. VaR vs CVaR/ES, simple vs log returns, etc.).
User: qlero
expected-shortfall,Curso ministrado por mim na Financial Risk Academy (FRA) sobre Introdução ao Risco de Mercado com Python
User: rafa-rod
Home Page: https://financial-risk-academy.teachable.com/courses/
expected-shortfall,A package for evaluating tail probabilities and partial moments for random vectors in multivariate generalized hyperbolic random vectors.
User: s-broda
expected-shortfall,Backtesting my current US stocks portfolio
User: thk-cheng
expected-shortfall,Essential techniques to assess financial risks
User: vladislavpyatnitskiy
expected-shortfall,R package for nonparametric estimation of CES
User: ygeunkim
expected-shortfall,Nonparametric methods concerning to expected shortfall
User: ygeunkim
Home Page: https://ygeunkim.github.io/project/nonparam_project/
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