cvar

There are 0 repository under cvar topic.

fortitudo.tech
fortitudo-tech / fortitudo.tech
Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.
cvar-optimization entropy-pooling asset-allocation asset-management portfolio-optimization mean-variance-optimization efficient-frontier investment-analysis portfolio-allocation portfolio-selection risk-adjusted-return markowitz-portfolio mathematical-finance investment-management investments portfolio-construction black-litterman cvar conditional-value-at-risk quantitative-finance
Language:Python 141
cvars
martin-t / cvars
Configuration variables and consoles for games in Rust. An alternative to inline_tweak / const-tweaker with different tradeoffs.
configuration console cvar cvars debugging gamedev options rust settings
Language:Rust 52
10mohi6 / portfolio-backtest-python
portfolio-backtest is a python library for backtest portfolio asset allocation on Python 3.7 and above.
portfolio stock etf mutual-fund python backtest asset-allocation cvar hrp tangency minimum variance
Language:Python 23
entropy-pooling
fortitudo-tech / entropy-pooling
Entropy Pooling in Python with a BSD 3-Clause license.
black-litterman entropy-pooling investment-analysis investments mathematical-finance portfolio-construction quantitative-finance asset-allocation asset-management bayesian conditional-value-at-risk cvar entropy investment-management market-views maximum-entropy portfolio-selection investment-risk fortitudo-tech
Language:Python 17
ArmynC / ArminC-CS2-Cvars
❑ All Counter-Strike 2 cvars, including hidden/development-only ones and sounds paths
commands counter-strike-2 cs2 cvar cvars development hidden list patch patches updates variables play sounds playvol
Language:Python 15
oqyh / cs2-Map-Configs-Prefix
Map Configs Depend Map Name
config configs convar counterstrike2 counterstrikesharp cs2 csgo2 cssharp cvar depend enforcer map maps prefix
Language:C# 11
caesarw0 / CVAR_analysis
Shows the basic value at risk (VAR) and conditional value at risk (CVAR) analysis on yfinance collected data using Python.
var cvar portfolio-management risk-analysis
Language:Jupyter Notebook 3
ClaudiuHKS / RconStudio
HL1/ HL2 Rcon Studio
console cvar cvars game games gaming hl1 hl2 hlds mp multiplayer rcon server servers srcds steam valve php html web
Language:PHP 2
Frenzoid / TF2_FF2DamageTracker
A TF2 damage tracker, mainly used on FF2 & VSH servers to see who is dealing most damange to the boss.
sourcepawn tf2 freakfortress ff2 gamemode-plugin plugin tracker cvar rgba sm alliedmodders
Language:C++ 2
Frenzoid / SM_SourceRoundTimer
An updated version of the tiny sourcemod script that executes a command when a timer ends, the timer being shown to all players.
sbpp sourcepawn tf2 sourceengine timer cvar hud alliedmodders sourcegames plugin
Language:C++ 1
gbarsih / Multi-Path-Safe-Rendezvous
Implementation code for “ Safe Sampling-Based Air-Ground Rendezvous Algorithm for Complex Urban Environments”
cvar gaussian-processes mpc risk-averse robotics
Language:Julia 1
johncylolita / CGAN
cvar distributional-analysis frequency-analysis generative-adversarial-network matplotlib neural-network risk-analysis scikitlearn-machine-learning spectral-analysis tensorflow volatility-modeling
Language:Jupyter Notebook 1
PascalBruhn / FindTheTail
Find The Tail - Matlab
cvar distribution extreme-value-theory generalized-pareto-distribution risk-management var
1
PyroQuant / Portfolio-Optimizer
This Python script performs portfolio optimization based on different optimization criteria: 'sharpe', 'cvar', 'sortino', and 'variance'. The script uses historical stock price data downloaded from Yahoo Finance.
cvar markowitz optimization optimize optimizer portfolio ratio sharpe sharpe-ratio finance quant
Language:Jupyter Notebook 1
vladislavpyatnitskiy / Risk-Management-Analytics
Essential techniques to assess financial risks
risk-analysis risk-management risk-modelling monte-carlo-simulation value-at-risk altman-z-score conditional-value-at-risk cvar expected-shortfall mvar portfolio-risk var multi-asset-value-at-risk rachev-ratio avar variance-covariance historical-var
Language:R 1
indirivacua / sigeva-bibtex
Extensión de navegador para cargar automáticamente trabajos científicos en SIGEVA a partir de un bibtex.
bibtex chrome chrome-extension conicet cvar extension firefox firefox-extension sigeva unlp
Language:JavaScript 0
jadissa / jVars
Warcraft CVar Editor
addon editor lua world-of-warcraft console-variables cvar jui
Language:Lua 0
jadissa / vars
Simple CVar Management for World of Warcraft
lua world-of-warcraft addon console-variables cvar
Language:Lua 0
deepshig / implementing-concurrency
Simple example codes to implement concurrent programming using Haskell
haskell concurrent-programming functional control-concurrency stm fork mvar cvar concurrency example-project
Language:Haskell
tobiaskohler / Stock-Statistics
A Python powered CLI that calculates most important descriptive statistics for given assets
cvar finance portfoliomanagement python statistics var
Language:Python