value at risk
PulseAugur coverage of value at risk — every cluster mentioning value at risk across labs, papers, and developer communities, ranked by signal.
1 day(s) with sentiment data
-
Finance Toolkit Enhances Risk Analysis Beyond Volatility
An article details how to use the Finance Toolkit library to analyze risk exposure across major stock market indices. It highlights metrics beyond standard deviation, such as kurtosis, Value at Risk (VaR), Conditional V…
-
New algorithms compute financial risk measures in linear time · 2 sources tracked
Researchers have developed new algorithms, QuickVaR and QuickDivergence, designed to compute monetary risk measures like Value-at-Risk (VaR) and Conditional-Value-at-Risk (CVaR) in linear time. These algorithms are part…
-
New ReSGA model enhances financial risk forecasting with millions of parameters
Researchers have developed ReSGA, a new large tail risk model designed to improve the accuracy of Value-at-Risk (VaR) and Expected Shortfall (ES) predictions. This model, featuring millions of parameters, leverages exte…