https://github.com/klb2/rearrangement-algorithm
Python implementation of the rearrangement algorithm to find bounds of functions of dependent risks, e.g., best- and worst-case value-at-risk (VaR).
https://github.com/klb2/rearrangement-algorithm
dependent-risks operations-research python qrm quantitative-risk-analysis rearrangement rearrangement-algorithm
Last synced: 2 months ago
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Python implementation of the rearrangement algorithm to find bounds of functions of dependent risks, e.g., best- and worst-case value-at-risk (VaR).
- Host: GitHub
- URL: https://github.com/klb2/rearrangement-algorithm
- Owner: klb2
- License: gpl-3.0
- Created: 2021-10-28T14:03:23.000Z (over 4 years ago)
- Default Branch: master
- Last Pushed: 2021-11-03T12:42:16.000Z (over 4 years ago)
- Last Synced: 2025-12-27T22:19:10.822Z (7 months ago)
- Topics: dependent-risks, operations-research, python, qrm, quantitative-risk-analysis, rearrangement, rearrangement-algorithm
- Language: Python
- Homepage: https://rearrangement-algorithm.readthedocs.io
- Size: 54.7 KB
- Stars: 0
- Watchers: 1
- Forks: 1
- Open Issues: 0