variance-covariance

Here are 7 public repositories matching this topic...

Language:All

Filter by language

MBKraus /Python_Portfolio__VaR_Tool

Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)

python portfolio benchmark risk heatmap beta stock monte-carlo-simulation sharpe-ratio wxpython investment return yahoo-finance value-at-risk risk-management sp500-real-time-data variance-covariance historical-simulation geometric-brownian-motion stock-widget

UpdatedFeb 17, 2021
Python

variani /lme4qtl

Star52

Mixed models@lme4 + custom covariances + parameter constraints

gwas ibd family covariance qtl pedigree random-effects kinship relatedness lme4 variance-covariance

UpdatedJan 7, 2021
R

chuksoo /Mathematics-for-Machine-Learning-and-Data-Science-Specialization

Star2

This repository contains notes, slides, labs, assignments and projects for the Mathematics for Machine Learning and Data Science by DeepLearning.AI and Coursera.

machine-learning linear-regression gradient-descent optimization-methods hypothesis-testing bayesian-statistics variance-covariance eigenvectors-and-eigenvalues

UpdatedMay 16, 2024
Jupyter Notebook

vladislavpyatnitskiy /Risk-Management-Analytics

Star2

Essential techniques to assess financial risks

risk-analysis monte-carlo-simulation var value-at-risk risk-management mvar risk-modelling expected-shortfall variance-covariance cvar conditional-value-at-risk avar portfolio-risk altman-z-score multi-asset-value-at-risk rachev-ratio historical-var

UpdatedOct 25, 2024
R

vladislavpyatnitskiy /risk

Star0

Financial Risk with Python

python risk-analysis var value-at-risk risk-management expected-shortfall variance-covariance cvar conditional-value-at-risk avar

UpdatedSep 19, 2024
Python

Schrausser /SCR-CLR7r

Star0

Microsoft Windows screensaver, simulating and displaying the principle of bivariate regression or correlation as part of the SCHRAUSSER-MAT tool compilation.

pearson regression-models windows-screensaver pearson-correlation significance variance-covariance bivariate-regression schrausser-mat produkt-moment-korrelation