Fetches market data from the Alpha Vantage API, calculates daily returns for a portfolio of stocks, and computes the Value at Risk (VaR) at a 95% confidence level.
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Updated
Oct 21, 2024 - C++
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risk-analysis
Here are 4 public repositories matching this topic...
Fast risks with QuantLib in C++
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Updated
Oct 5, 2024 - C++
Probabilistic Risk Analysis Tool (fault tree analysis, event tree analysis, etc.)
python
c-plus-plus
fault-tree
event-tree
pra
psa
risk-analysis
reliability-engineering
bdd
zbdd
fta
qt5
cpp17
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Updated
Sep 19, 2023 - C++
RAVEN is a flexible and multi-purpose probabilistic risk analysis, validation and uncertainty quantification, parameter optimization, model reduction and data knowledge-discovering framework.
data-mining
validation
risk-analysis
model-calibration
uncertainty-quantification
model-reduction
optimization-algorithms
parametric-analysis
probabilistic-analysis
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Updated
Nov 4, 2024 - C++
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