Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

Portfolio Construction and Risk Management book's Python code.

Configuration variables and consoles for games in Rust. An alternative to inline_tweak / const-tweaker with different tradeoffs.

Entropy Pooling in Python with a BSD 3-Clause license.

portfolio-backtest is a python library for backtest portfolio asset allocation on Python 3.7 and above.

❑ All Counter-Strike 2 cvars, including hidden/development-only ones and sounds paths

Official implementation for "Towards Safe Reinforcement Learning via Constraining Conditional Value at Risk" (IJCAI 2022)

Map Configs Depend Map Name

Multi-Agent RL for UAV Control for Fair and Energy-Efficient Coverage Maximisation

Conditional Value-at-Risk (CVaR) portfolio optimization benchmark problems for fully general Monte Carlo distributions and derivatives portfolios.

Shows the basic value at risk (VAR) and conditional value at risk (CVAR) analysis on yfinance collected data using Python.

This Python script performs portfolio optimization based on different optimization criteria: 'sharpe', 'cvar', 'sortino', and 'variance'. The script uses historical stock price data downloaded from Yahoo Finance.

Extensión de navegador para importar y exportar trabajos científicos en SIGEVA a partir de un JSON.

Essential techniques to assess financial risks

HL1/ HL2 Rcon Studio

A TF2 damage tracker, mainly used on FF2 & VSH servers to see who is dealing most damange to the boss.

Market risk analytics dashboard in Python and Streamlit that computes portfolio volatility, drawdowns, VaR/ES, rolling correlations, and stress tests (shocks + COVID‑style crisis window) for equity/ETF portfolios. ​

An updated version of the tiny sourcemod script that executes a command when a timer ends, the timer being shown to all players.