PhilippovRoman

Pinned Repositories

hackaton-workshifts
Language:Jupyter Notebook10
importance-sampling-2022
Creating, training and backtesting of VaR and ES models based on Importance Sampling
Language:Python00

PhilippovRoman's Repositories

PhilippovRoman/hackaton-workshifts
Language:Jupyter Notebook1
PhilippovRoman/importance-sampling-2022
Creating, training and backtesting of VaR and ES models based on Importance Sampling