RMC-TotalRisk is a powerful risk analysis software package designed to support dam and levee safety investment decisions.
CRAN Task View: Actuarial Science
The files contained in this repository were used for implementing the three models in my master thesis. My master thesis title is "Comparison of different portfolio optimization problems with different risk measures".
BSc thesis focused on distortion risk measures and reward-risk ratios.
This code accompanies the paper DeePM: Regime-Robust Deep Learning for Systematic Macro Portfolio Management (https://arxiv.org/abs/2601.05975)
Repository represents python usability of measuring and managing risks (practice tasks and real cases)
An open-source Python module for portfolio optimization and backtesting
Supporting Material for the Open Risk Academy course on measuring credit name concentrations
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