#
gev
Here are 4 public repositories matching this topic...
Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis
r rcpp extreme analysis gev extremes inference value predictive bayesian point-process posterior generalized-pareto-distribution extreme-value-statistics nhpp
-
Updated
Aug 21, 2024 - R
A collection of quantitative finance models and risk analysis tools implemented in R. This repository includes projects on Value at Risk (VaR), Generalized Extreme Value (GEV) modeling, Bond Pricing, Sentiment Analysis in finance, and SMA-based trading strategies. These models help in portfolio risk assessment, financial forecasting, and algorithmi
-
Updated
Mar 18, 2025 - R
Improve this page
Add a description, image, and links to the gev topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the gev topic, visit your repo's landing page and select "manage topics."