market-risk topic

List market-risk repositories

Strata

823
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273
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Open source analytics and market risk library from OpenGamma

market_risk_gan_tensorflow

83
Stars
41
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Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.

DROP

110
Stars
39
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Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics