variance-covariance 开源项目推荐（10 个）

MBKraus /Python_Portfolio__VaR_Tool

基于Python的投资组合/股票小工具，从雅虎财经获取数据，计算不同类型的风险价值（VaR）指标及许多其他（事后）风险/回报特征，涵盖个股和投资组合、独立及基于wxPython构建的基准测试

variani /lme4qtl

Mixed models @lme4 + custom covariances + parameter constraints

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

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

hardiktrehan1 /VaR_Using_Monte_Carlo_simulations_and_variance_covariance_method

In this model, we have calculated 1 day VaR using Monte carlo simulations and variance-covaraince method for a 4 stock portfolio.

vladislavpyatnitskiy /Risk-Management-Analytics

Essential techniques to assess financial risks

Schrausser /SCR-CLR7r

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

vladislavpyatnitskiy /risk

Financial Risk with Python

Ayushi828 /Portfolio-Risk-Analytics---Parametric-method

Parametric Value at VaR, a method that estimates potential portfolio loss using statistical measures, assuming market returns follow a normal distribution.

Milanpeter-77 /Project-VaR-on-Stock-Returns

该项目在 GitHub 上没有填写描述

mhawarey /lsa-engine

Least Squares Adjustment Engine - A native desktop GUI for geodetic and general least squares adjustment — four estimators, residual plot, and variance-covariance heatmap. Built in Rust with egui.