Market Risk analysis using R language to compare VAR and Expected shortfall for single and multi asset portfolio
Finance and Risk Analytics Project: Predicting credit default risk using machine learning models (Logistic Regression, Random Forest) and assessing stock market risk through historical returns and volatility analysis to guide financial risk management and investment strategies.
Financial Risk Analysis identifies and mitigates threats to financial stability, including market volatility, credit risk, and operational failures, using data models and regulatory strategies to protect investments and drive growth.
A collection of projects applying mathematical rigor to financial problems, including Basel III Market Risk backtesting, ARIMA-based sales forecasting, and neural networks for credit approval. Developed using Python (TensorFlow, Scikit-learn) and R (astsa, zoo).
Finance and Risk Analytics (FRA) - -Credit-Default-Prediction-and-Stock-Market-Risk-Analysis
Add a description, image, and links to the market-risk-analysis topic page so that developers can more easily learn about it.
To associate your repository with the market-risk-analysis topic, visit your repo's landing page and select "manage topics."