market-risk topic
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market-risk repositories
Strata
823
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Open source analytics and market risk library from OpenGamma
market_risk_gan_tensorflow
83
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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