ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.

Classes for analysing and implementing equity portfolios in R.

Multi-factor Risk Models of Asset or Portfolio Returns

🌍 Alien species risk modelling and mapping

GARCH and EVT

Simple code written in R to calculate risk using the factor analysis of information risk (FAIR) methodology. Uses PERT distributions for the monte carlo simulations.

risk3r

Measuring Market Risk in R

These are the codes behind the paper "A Bayesian internal model for reserve risk: an extension of the correlated Chain Ladder" published on MDPI Risks.

Overview of pricing dynamics of trading commodities

Essential techniques to assess financial risks

Review and seminar files on AIRM Lab

R and Stata codes to estimate the household smoke-exposure risk (SER) variable using cooking fuel- and cooking place-related information obtained from country-level demographic and health survey (DHS) data.

Different R codes for linear regression, financial data analysis, Risk Modelling

Mapping countries' risk', vulnerability and exposure to illicit financial flows

Project for the Advanced time-series analysis 2022/23 class at Faculty of Economic Sciences, University of Warsaw. In this project we build several GARCH-class models and compare their performance in assessing risk of a cryptocurrency portfolio.

Quantitative microbial risk assessment modeling

Shiny app that visualizes financial risks and opportunities with crowd investments

💻 Code used to generate a Shiny app containing a predictive model that aims to assess the risk of functional impairment in euthymic mood patients.