I experiment in this project using different neural network approaches to predict gap risk on the price of financial assets.
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Updated
Sep 24, 2024 - Jupyter Notebook
I experiment in this project using different neural network approaches to predict gap risk on the price of financial assets.
Testing Code abount quantitative finance algorithms
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
Open source analytics and market risk library from OpenGamma
Java SDK providing access to the OpenGamma API
These are two sets of Analysis done in this Project. Financial Risk Analysis to check the Credibility of companies and Market Risk Analysis for 10 different Indian Stocks.
Measure market risk by CAViaR model
Machine learning for financial risk management
Repository represents python usability of measuring and managing risks (practice tasks and real cases)
financial risk management projects
Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.
Excel bindings for OpenGamma's Strata library
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.
Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.
An Excel integration of OpenGamma Strata.
Statistical techniques for Market Risk Modelling (VaR and ES)
Proposed solutions to selected exercises in the book "Value-at-Risk: Theory and Practice" (2nd edition) by Glyn A. Holton.
Treasury products valuation and risk measurement using J programming -- under progress
Financial risks of bonds
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