Optimizing bets on political elections
-
Updated
Sep 15, 2024 - MATLAB
Optimizing bets on political elections
Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript.
Resampling procedure for weakly dependent stationary observations.
All Matlab algorithms published by Open Source Modelling in one place.
Subset simulation is a method of estimating low probability events. Here I adapt SS to perform well with correlated inputs.
A framework for estimating Basel IV capital requirements.
A framework for financial systemic risk valuation and analysis.
Add a description, image, and links to the risk-management topic page so that developers can more easily learn about it.
To associate your repository with the risk-management topic, visit your repo's landing page and select "manage topics."