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Topic :: Finance :: Risk Management :: Value at Risk [Remove This Filter]
License :: OSI Approved :: GNU General Public License (GPL) [Remove This Filter]
Development Status :: 5 - Production/Stable [Remove This Filter]
Programming Language :: R [Remove This Filter]

Operating System > MacOS

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1 project in result set.

0. Modelling Peaks Over Threshold - The project consists in developing functions for peaks over threshold modeling. Most of results come from the extreme value theory (EVT). The EVT is currently extensively used, mostly in environmental sciences and finance.

Development Status : 5 - Production/Stable (Now Filtering)
Environment : Win32 (MS Windows) [Filter]
Environment : X11 Applications [Filter]
Intended Audience : Developers [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) (Now Filtering)
Natural Language : English [Filter]
Natural Language : French [Filter]
Operating System : MacOS [Filter]
Operating System : Microsoft [Filter]
Operating System : POSIX : Linux [Filter]
Programming Language : C/C\+\+ [Filter]
Programming Language : Fortran [Filter]
Programming Language : R (Now Filtering)
Topic : Finance : Risk Management : Value at Risk (Now Filtering)
Topic : Other/Nonlisted Topic [Filter]

Activity Percentile: 0.00

Registered: 2007-09-21 14:29