variance-covariance

There are 0 repository under variance-covariance topic.

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)
python portfolio stock investment risk value-at-risk sp500-real-time-data return sharpe-ratio monte-carlo-simulation historical-simulation variance-covariance yahoo-finance wxpython geometric-brownian-motion heatmap risk-management beta benchmark stock-widget
Language:Python 112
variani / lme4qtl
Mixed models @lme4 + custom covariances + parameter constraints
lme4 qtl covariance gwas kinship ibd pedigree relatedness family variance-covariance random-effects
Language:R 47
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.
bayesian-statistics eigenvectors-and-eigenvalues gradient-descent hypothesis-testing linear-regression machine-learning optimization-methods variance-covariance
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