cvar

Entropy Pooling views and stress testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

Portfolio Construction and Risk Management book's Python code.

Configuration variables and consoles for games in Rust. An alternative to inline_tweak / const-tweaker with different tradeoffs.

Entropy Pooling in Python with a BSD 3-Clause license.

❑ All Counter-Strike 2 cvars, including hidden/development-only ones and sounds paths

Portfolio risk management via convex optimization — interchangeable risk models behind one abstract interface, solved directly with Clarabel

portfolio-backtest is a python library for backtest portfolio asset allocation on Python 3.7 and above.

Official implementation for "Towards Safe Reinforcement Learning via Constraining Conditional Value at Risk" (IJCAI 2022)

Multi-Agent RL for UAV Control for Fair and Energy-Efficient Coverage Maximisation

Portfolio optimisation library for Julia. Over 50 risk measures (CVaR, EVaR, RLVaR, drawdown, OWA), hierarchical risk parity, HERC, nested clustered optimisation, risk budgeting, near-optimal centering, four Black-Litterman variants, entropy pooling, factor and high-order priors, denoising, and JuMP-backed convex and non-convex optimization.

Map Configs Depend Map Name

Conditional Value-at-Risk (CVaR) portfolio optimization benchmark problems for fully general Monte Carlo distributions and derivatives portfolios.

Shows the basic value at risk (VAR) and conditional value at risk (CVAR) analysis on yfinance collected data using Python.

Market risk analytics dashboard in Python and Streamlit that computes portfolio volatility, drawdowns, VaR/ES, rolling correlations, and stress tests (shocks + COVID‑style crisis window) for equity/ETF portfolios. ​

This Python script performs portfolio optimization based on different optimization criteria: 'sharpe', 'cvar', 'sortino', and 'variance'. The script uses historical stock price data downloaded from Yahoo Finance.

Extensión de navegador para importar y exportar trabajos científicos en SIGEVA a partir de un JSON.

Production-grade open-source Market Risk Engine 🚀💹 – Full-stack FastAPI (Python) + React 19/TypeScript with a sleek fintech dark-theme dashboard.Compute VaR & CVaR via multiple methods, advanced stress testing (historical crises + custom), VaR backtesting (Kupiec test), and rich portfolio analytics.

Essential techniques to assess financial risks

Reproducible liquidation-capacity and bad-debt stress tests for Aave V3, on block-pinned on-chain snapshots with verifiable run manifests. Includes V3/V4 mechanics and a Hub allocator.