High-level documentation and feature overview for the AAAccell Portfolio- and Risk-management engine.
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Interactive User Interface
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API Documentation
- Model specification
- Model performance
- Accuracy benchmarking
- Execution times and scalability
- Model features
- Heavy-tails
- Dynamic volatility
- Asymmetric volatility
- Dynamic returns
- Risk-measures overview
- Expected-Volatility
- Value-at-Risk
- Expected-Shortfall
- Risk-Contributions
- Data-cleaning
- Conditional interpolation and mapping
- Interpolation
- Risk-factor mapping
- Risk-factor mapping ethodology
- Risk-factor universe generation
- Risk-factor table selection