market-risk-management

There are 3 repositories under market-risk-management topic.

• hamaadshah / market_risk_gan_tensorflow

  Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.

  financial-servicesfinancemarket-riskgenerative-adversarial-networkmachine-learningdata-sciencedeep-learningpythonrkerasmarket-risk-managementbiganrisktensorflow
  Language:Python 83

• csatzky / forecasting-realized-volatility-using-supervised-learning

  Traditionally, volatility is modeled using parametric models. This project focuses on predicting EUR/USD volatility using more flexible, machine-learning methods.

  volatility-modelingmachine-learninggarch-modelseurusdrealized-volatilitymarket-risk-management
  Language:R 19

• arunp77 / MonteCarlo-simulation

  Application to finance

  conditional-value-at-riskcredit-risk-analysismarket-risk-managementmonte-carlo-simulationpythonrisk-analysisvalue-at-riskfinancefinance-managementyfinanceyfinance-apiyfinance-library
  Language:Jupyter Notebook 11