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systemic-risk icon systemic-risk

This repository contains the codes for the paper "Machine-Learning-enhanced Systemic Risk Measure: A Two-Step Supervised Learning Approach" (by R. Liu and C.S. Pun)

vnpy icon vnpy

基于Python的开源量化交易平台开发框架

vnpydoc_unofficial icon vnpydoc_unofficial

写着玩,作为个人学习vnpy代码的笔记,尽量写成文档形式。

volatility-modeling-python-datasci icon volatility-modeling-python-datasci

"Modeling Volatility and Risk Spillover Between the Financial Markets of US and China Using GARCH Value-at-Risk Forecasting and Granger Causality."

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