GitHub topics: quantitative-risk-analysis
ClaudiuGeorgiu/RiskInDroid
A tool for quantitative risk analysis of Android applications based on machine learning techniques
Language: Python - Size: 34.4 MB - Last synced at: 11 days ago - Pushed at: 11 days ago - Stars: 150 - Forks: 27
L-Zhifei/CQF-Advanced-Delta-Hedging-2024-Jan
Replicating Hull & White (2017) paper on minimum-variance delta hedging
Language: Jupyter Notebook - Size: 64.8 MB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 0 - Forks: 0
mcf-long-short/quantitative-risk-management
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.
Language: HTML - Size: 7.01 MB - Last synced at: about 2 years ago - Pushed at: almost 3 years ago - Stars: 3 - Forks: 1
guilhermessc/VaR-threshold-and-confidence-interval
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.
Language: Jupyter Notebook - Size: 2.55 MB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0
