结果:找到“python VaR”相关内容14个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
在险价值及风险预算,Garch族,条件VaR ES+模型代码 in Python, 条件风险价值
6 个回复 - 2637 次查看 在险价值及风险预算,Garch族,条件VaR ES+模型代码 in Python 1.Demo.ipynb 2.Python在险价值及风险预算,Garch族,条件VaR ES.pdf 3.在险价值,VaR,Value at Risk.doc2020-5-31 13:32 - Mujahida - 现金交易版
市场风险VaR模型的构建方法,VaR model Codes in Python
4 个回复 - 1802 次查看 市场风险VaR模型的构建方法,VaR model Codes in Python 自己辛苦整理的“市场风险VaR模型的构建方法,VaR model Codes in Python”,不存在任何版权、争议的商业敏感信息。只是将自己所学的知识综合在此。 ...2020-5-21 20:32 - Lotus_ss - 现金交易版
金融风险VaRVaR graph with shapde area源代码 in Python
1 个回复 - 721 次查看 金融风险VaRVaR graph with shapde area源代码 in Python 金融风险VaRVaR graph with shapde area源代码 in Python 金融风险VaRVaR graph with shapde area源代码 in Python 金融风险VaRVaR graph with ...2020-11-9 12:57 - Fu-pear - 现金交易版
【Wiley 金融工程 + Python】 Listed Volatility and Variance Derivatives (2016)
82 个回复 - 14494 次查看 Listed Volatility and Variance Derivatives: A Python-based Guide Yves Hilpisch Leverage Python for expert-level volatility and variance derivative trading Listed Volatility and Variance D ...2016-11-16 20:20 - cmwei333 - 金融学(理论版)
listed volatility and variance derivatives - a python-based guide (2016)
1 个回复 - 2227 次查看 listed volatility and variance derivatives - a python-based guide (2016) (.pdf)2016-11-18 09:16 - loneshark - 投资人(实务版)
BayesPy: Variational Bayesian Inference in Python
2 个回复 - 1473 次查看 AbstractBayesPy is an open-source Python software package for performing variational Bayesianinference. It is based on the variational message passing framework and supports conjugateexponential famil ...2016-12-11 03:08 - Lisrelchen - winbugs及其他软件专版
使用Python做VAR模型的LinAlgError求助!
3 个回复 - 2349 次查看 # 使用一阶差分后数据,构建VAR模型,数据区间选择2012年1月-2017年12月 var_data = data3.dropna() mod = VAR(endog=var_data,dates=pd.date_range('2012/1/1','2017/12/30',freq='M')) # 估计最优滞后项系数 l ...2019-12-9 16:19 - dshf123 - 爱问频道
Listed Volatility and Variance Derivatives: A Python-based Guide (2016)
37 个回复 - 4844 次查看 Listed Volatility and Variance Derivatives: A Python-based Guide Yves Hilpisch Leverage Python for expert-level volatility and variance derivative trading Listed Volatility and Variance D ...2016-11-16 20:25 - cmwei333 - python论坛
求助 GARCH-VaR python代码
1 个回复 - 1174 次查看 求助大神,我想要GARCH-VaRpython 代码!!!2019-12-13 15:53 - 智障青年 - 悬赏大厅
[Case Study]Regression with Discrete Dependent Variable using Python
1 个回复 - 1356 次查看 Regression with Discrete Dependent VariableRegression models for limited and qualitative dependent variables. The module currently allows the estimation of models with binary (Logit, Probit), nominal ...2014-6-28 11:44 - Nicolle - python论坛
[Lecture Notes]Introduction to Python, Harvard University
6 个回复 - 1443 次查看 Introduction to Python Heavily based on presentations by Matt Huenerfauth (Penn State) Guido van Rossum (Google) Richard P. Muller (Caltech) **** 本内容被作者隐藏 ****2016-8-18 22:38 - Lisrelchen - HLM专版
sas中的varclus在python的哪个包中有类似的方法
3 个回复 - 2344 次查看 sas中的varclus在python的哪个包中有类似的方法 谁知道,帮忙解决2014-11-19 09:57 - lanpin110354 - python论坛