Topic: "variance-covariance"
MBKraus/Python_Portfolio__VaR_Tool
Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)
Language: Python - Size: 1.27 MB - Last synced at: over 1 year ago - Pushed at: about 4 years ago - Stars: 104 - Forks: 35
variani/lme4qtl
Mixed models @lme4 + custom covariances + parameter constraints
Language: R - Size: 388 KB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 44 - Forks: 8
vladislavpyatnitskiy/Risk-Management-Analytics
Essential techniques to assess financial risks
Language: R - Size: 89.8 KB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 2 - Forks: 0
chuksoo/Mathematics-for-Machine-Learning-and-Data-Science-Specialization
This repository contains notes, slides, labs, assignments and projects for the Mathematics for Machine Learning and Data Science by DeepLearning.AI and Coursera.
Language: Jupyter Notebook - Size: 131 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 1 - Forks: 1
Milanpeter-77/Personal-VaR-on-Stock-Returns
Language: Jupyter Notebook - Size: 344 KB - Last synced at: 2 months ago - Pushed at: 4 months ago - Stars: 0 - Forks: 0
Schrausser/SCR-CLR7r
Microsoft Windows screensaver, simulating and displaying the principle of bivariate regression or correlation as part of the SCHRAUSSER-MAT tool compilation.
Language: C++ - Size: 93.8 KB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0
vladislavpyatnitskiy/risk
Financial Risk with Python
Language: Python - Size: 15.6 KB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 0 - Forks: 0