quantitative-risk-analysis

There are 0 repository under quantitative-risk-analysis topic.

• RiskInDroid

  ClaudiuGeorgiu / RiskInDroid

  A tool for quantitative risk analysis of Android applications based on machine learning techniques

  androidriskandroid-permissionsquantitative-risk-analysismachine-learningriskindroid
  Language:Python 130
• VaR-threshold-and-confidence-interval

  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.

  financeequityequity-marketsequity-researchextreme-value-theoryfinancial-riskfinancial-risk-analyticsgeneralized-pareto-distributionquantitative-risk-analysisstockstock-marketvalue-at-risk
  Language:Jupyter Notebook 8

• 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.

  market-riskpythonquantitative-risk-analysisrisk-managementrisk-modellingr-programming
  Language:HTML 8

• klb2 / rearrangement-algorithm

  Python implementation of the rearrangement algorithm to find bounds of functions of dependent risks, e.g., best- and worst-case value-at-risk (VaR).

  rearrangementdependent-risksoperations-researchpythonqrmquantitative-risk-analysisrearrangement-algorithm
  Language:Python 0