{"id":22206390,"url":"https://github.com/manik2000/risk-modelling","last_synced_at":"2025-06-13T01:03:21.717Z","repository":{"id":212827693,"uuid":"732035164","full_name":"Manik2000/Risk-modelling","owner":"Manik2000","description":"Risk analysis conducted for Orlen prices: univariate, multivariate analysis, bactesting, VaR modelling, ...","archived":false,"fork":false,"pushed_at":"2023-12-16T15:07:34.000Z","size":3328,"stargazers_count":0,"open_issues_count":0,"forks_count":0,"subscribers_count":1,"default_branch":"main","last_synced_at":"2025-01-30T04:25:29.966Z","etag":null,"topics":[],"latest_commit_sha":null,"homepage":null,"language":"Jupyter Notebook","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"mit","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/Manik2000.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null}},"created_at":"2023-12-15T13:31:43.000Z","updated_at":"2023-12-16T15:03:54.000Z","dependencies_parsed_at":"2023-12-16T16:26:12.337Z","dependency_job_id":"2ab8e51c-1958-4a5c-922e-d8e62f1c5b92","html_url":"https://github.com/Manik2000/Risk-modelling","commit_stats":null,"previous_names":["manik2000/risk-modelling"],"tags_count":0,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Manik2000%2FRisk-modelling","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Manik2000%2FRisk-modelling/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Manik2000%2FRisk-modelling/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Manik2000%2FRisk-modelling/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/Manik2000","download_url":"https://codeload.github.com/Manik2000/Risk-modelling/tar.gz/refs/heads/main","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":245394774,"owners_count":20608123,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":[],"created_at":"2024-12-02T18:11:40.702Z","updated_at":"2025-03-25T03:36:42.203Z","avatar_url":"https://github.com/Manik2000.png","language":"Jupyter Notebook","funding_links":[],"categories":[],"sub_categories":[],"readme":"# Risk-modelling\n\nRisk analysis conducted for Inpost company: univariate, multivariate analysis, bactesting, VaR modelling, ...\n\nConsidered risk variables are:\n* Diesel prices,\n* petrol prices,\n* currency exchange rates.\n\nThese are, according to me, the most important risk factors for logistic and transport company such like Inpost. The analysis was conducted for the period 2012-2022.\n\n## Data\n\nData was collected from the following sources:\n* [NBP](https://nbp.pl/en/statistic-and-financial-reporting/rates/)\n* [Orlen](https://www.orlen.pl/pl/dla-biznesu/hurtowe-ceny-paliw#paliwa-archive)\n\n## Analysis\n\nThe analysis was conducted in Python. It consists of three different parts:\n* Uni- and multivariate analysis of risk factors + backtesting,\n* Minimal risk portfolio analysis,\n* VaR modelling using different methods (historical, parametric, Monte Carlo, Garch, ...).\n\nThe corresponding files are:\n* `I_risk_analysis.ipynb`,\n* `II_portfolio_analysis.ipynb`,\n* `III_VaR_modelling.ipynb`.\n\nProject was conducted as a part of the course \"Risk modelling\" at Wrocław University of Science and Technology.","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fmanik2000%2Frisk-modelling","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fmanik2000%2Frisk-modelling","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fmanik2000%2Frisk-modelling/lists"}