3 results found Sort:

OpenGamma
Strata OpenGamma
277
827
apache-2.0
93
Open source analytics and market risk library from OpenGamma
etd otc java strata finance opengamma derivatives market-risk quantitative-finance
Created 2014-06-16
4,741 commits to main branch, last one 20 days ago
lakshmiDRIP
DROP lakshmiDRIP
41
112
apache-2.0
9
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
fx bond java loans treasury corporates municipals credit-risk market-risk asset-backed fixed-income interest-rates emerging-market asset-allocation inflation-linked counterparty-risk cva-dva-fva-kva-xva statistical-learning portfolio-optimization transaction-cost-analytics
Created 2017-08-31
2,125 commits to master branch, last one a day ago
hamaadshah
market_risk_gan_tensorflow hamaadshah
41
83
apache-2.0
4
Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.
r risk bigan keras python finance tensorflow market-risk data-science deep-learning machine-learning financial-services market-risk-management generative-adversarial-network
Created 2018-08-06
47 commits to master branch, last one 2 years ago