Ecosyste.ms: Awesome
An open API service indexing awesome lists of open source software.
Projects in Awesome Lists tagged with risk-measure
A curated list of projects in awesome lists tagged with risk-measure .
https://github.com/xhub/emp.jl
Extended Mathematical Programming in Julia
bilevel-optimization game-theory julia modeling-language mpec optimization optimization-algorithms risk-measure risk-modelling
Last synced: 06 Dec 2024
https://github.com/open-risk/tailrisk
A library for the calculation of tail risk measures
expected-shortfall quantile-functions risk-measure value-at-risk
Last synced: 13 Oct 2024
https://github.com/jaantollander/conditionalvalueatrisk
Provides a concrete Julia implementation for computing the conditional value-at-risk (aka expected shortfall) for discrete probability distributions. Also works as a pseudocode for other languages.
coherent-risk-measure conditional-value-at-risk expected-shortfall risk-measure
Last synced: 07 Nov 2024
