market-risk-management

Here are 3 public repositories matching this topic...

hamaadshah / market_risk_gan_tensorflow

Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.

python finance data-science machine-learning r deep-learning tensorflow risk keras generative-adversarial-network financial-services market-risk bigan market-risk-management

Updated Feb 15, 2023
Python

csatzky / forecasting-realized-volatility-using-supervised-learning

Star

Traditionally, volatility is modeled using parametric models. This project focuses on predicting EUR/USD volatility using more flexible, machine-learning methods.

machine-learning eurusd realized-volatility volatility-modeling garch-models market-risk-management

Updated Oct 20, 2021
R

arunp77 / MonteCarlo-simulation

Sponsor

Star

Application to finance

python finance risk-analysis monte-carlo-simulation value-at-risk finance-management yfinance yfinance-api market-risk-management credit-risk-analysis conditional-value-at-risk yfinance-library

Updated Sep 24, 2024
HTML

Improve this page

Add a description, image, and links to the market-risk-management topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the market-risk-management topic, visit your repo's landing page and select "manage topics."

Learn more

Provide feedback

Saved searches

Use saved searches to filter your results more quickly