Simulation of tail risk noise and asset price
-
Updated
Aug 28, 2024 - Jupyter Notebook
#
tail-risk
Here are 4 public repositories matching this topic...
Predicting the probability of equity market crash events using historical return-based features, with a fixed crash definition and a focus on tail risk. The model is evaluated using the SPDR S&P 500 ETF (SPY) as a proxy for the S&P 500 Index, with data sourced via the yfinance API.
-
Updated
Feb 1, 2026 - Jupyter Notebook
Regime detection using Hidden Markov Models with Swan Beta features to identify tail-risk market states.
-
Updated
Jan 4, 2026
Analyze cryptocurrency return dynamics, volatility, and risk from 2010–2025.
docker ggplot2 r shiny rstudio tidyverse forecast cryptocurrency arima scales volatility garch lubridate tseries drawdown tail-risk qq-plot log-return crash-risk rugarch
-
Updated
Jan 29, 2026 - HTML
Improve this page
Add a description, image, and links to the tail-risk topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the tail-risk topic, visit your repo's landing page and select "manage topics."