veeral-patel /awesome-risk-quantification
关于风险量化的精选项目、博客文章、书籍和演讲合集
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risk-measurement 话题在 GitHub 上没有填写简介,这里按 Star 数汇总最相关的热门仓库。
关于风险量化的精选项目、博客文章、书籍和演讲合集
Mean Variance (Markowitz) Portfolio Optimization and Beyond
A barrier-coordinate theory of existential risk measurement.
Supporting material for the Open Risk Academy course: "Concentration Measurement Using Python"
Bilingual reproducible Technical/Discovery Note and Python implementation of the signed Direction–Breadth Factor for quantitative finance.
Course draft - bank corporate lending
The source folder contains the source code used in the thesis. A PDF copy of the thesis and submission is available for viewing.