38 results for “topic:cvar”
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
Portfolio Construction and Risk Management book's Python code.
Configuration variables and consoles for games in Rust. An alternative to inline_tweak / const-tweaker with different tradeoffs.
Entropy Pooling in Python with a BSD 3-Clause license.
portfolio-backtest is a python library for backtest portfolio asset allocation on Python 3.7 and above.
❑ All Counter-Strike 2 cvars, including hidden/development-only ones and sounds paths
Official implementation for "Towards Safe Reinforcement Learning via Constraining Conditional Value at Risk" (IJCAI 2022)
No description provided.
Multi-Agent RL for UAV Control for Fair and Energy-Efficient Coverage Maximisation
Map Configs Depend Map Name
Conditional Value-at-Risk (CVaR) portfolio optimization benchmark problems for fully general Monte Carlo distributions and derivatives portfolios.
Shows the basic value at risk (VAR) and conditional value at risk (CVAR) analysis on yfinance collected data using Python.
This Python script performs portfolio optimization based on different optimization criteria: 'sharpe', 'cvar', 'sortino', and 'variance'. The script uses historical stock price data downloaded from Yahoo Finance.
Extensión de navegador para importar y exportar trabajos científicos en SIGEVA a partir de un JSON.
Essential techniques to assess financial risks
Production-grade open-source Market Risk Engine 🚀💹 – Full-stack FastAPI (Python) + React 19/TypeScript with a sleek fintech dark-theme dashboard.Compute VaR & CVaR via multiple methods, advanced stress testing (historical crises + custom), VaR backtesting (Kupiec test), and rich portfolio analytics.
HL1/ HL2 Rcon Studio
A TF2 damage tracker, mainly used on FF2 & VSH servers to see who is dealing most damange to the boss.
Market risk analytics dashboard in Python and Streamlit that computes portfolio volatility, drawdowns, VaR/ES, rolling correlations, and stress tests (shocks + COVID‑style crisis window) for equity/ETF portfolios.
No description provided.
An updated version of the tiny sourcemod script that executes a command when a timer ends, the timer being shown to all players.
Implementation code for “ Safe Sampling-Based Air-Ground Rendezvous Algorithm for Complex Urban Environments”
Simple example codes to implement concurrent programming using Haskell
Crypto risk modeling with VaR/CVaR w/ multi-coin support
Find The Tail - Matlab
Financial Risk with Python
Multi-Equipment CBM system using QR-DQN with advanced probability distribution analysis. Coordinated maintenance decision-making for 4 industrial equipment units with realistic anomaly rates (1.9-2.2%), comprehensive risk analysis (VaR/CVaR), and 51-quantile distribution visualization.
Portfolio optimization with CVaR (Conditional Value at Risk) analysis
Quantitative risk engine: Historical Value at Risk (VaR), Expected Shortfall (CVaR), and VaR backtesting (Kupiec test) built in Python using multi-asset market data.
A Python powered CLI that calculates most important descriptive statistics for given assets