market-risk-management
There are 3 repositories under market-risk-management topic.
hamaadshah/market_risk_gan_tensorflow
Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.
csatzky/forecasting-realized-volatility-using-supervised-learning
Traditionally, volatility is modeled using parametric models. This project focuses on predicting EUR/USD volatility using more flexible, machine-learning methods.
arunp77/MonteCarlo-simulation
Application to finance