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ESMLP-Link-Prediction- Public
A Path-based Link Prediction Method from the Efficiency-First Perspective: Natural Index Similarity Matrix Link Prediction Method (ESMLP)
Python UpdatedJul 23, 2024 -
VaRTest_Kupiec_and_Engle Public
Tests for VaR estimation of financial instruments, including Kupiec Test(LR-Stats) and Engle Test(QD-Stats).
Python UpdatedMar 23, 2024 -