Application to finance

Essential techniques to assess financial risks

Useful graphs for financial projects

This repository consits of: projects and homeworks connected with research area such as Risk Management.

This repositry includes the problems of optimization and their scratch implementation in python using numpy and scipy

Une collection de fonctions VBA, conçues pour améliorer votre efficacité dans la gestion des données et des processus dans Excel.

This project leverages the Monte Carlo simulation to model and analyze the stock performance of five major tech companies.

You can find codes and reports for the study of (1) the characteristics of the yields of a stock, and (2) the calculus of the VaR for this stock + backtesting of VaR

Measure market risk by CAViaR model

Shows how banks can modernize their risk management practices by back-testing, aggregating and scaling simulations by using a unified approach to data analytics with the Lakehouse.

Parts of code from my MSc. dissertation project. Uses yahoo API to load past stock data for training and backtesting various traditional and experimental models for VaR calculation. Written in R & Python.

A package for evaluating tail probabilities and partial moments for random vectors in multivariate generalized hyperbolic random vectors.

A library for the calculation of tail risk measures

Implementation for "The Price of a Safe Flight: Risk Cost Based Path Planning" [Accepted Presentation ICRA 2024]

Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.

I have done this project for my Mat120 course. This is about to calculate Value at Risk (VaR) which has immence importance on Risk Management as well as in Global Economy. I use Monte Carlo Method to calculate.

Repository represents python usability of measuring and managing risks (practice tasks and real cases)

Statistical tests for Value at Risk (VaR) Models.

Code for the case studies and theoretical visualizations for the master thesis 'Estimation and Backtesting of the Expected Shortfall and Value at Risk using Vine Copulas'