Sensor for Home Assistant that gets reset at midnight
- Updated
Feb 17, 2026 - Python
Sensor for Home Assistant that gets reset at midnight
[NeurIPS'25] FreqExit: Enabling Early-Exit Inference for Visual Autoregressive Models via Frequency-Aware Guidance
Comprehensive financial risk analysis toolkit with Altman Z-Score bankruptcy prediction, Value at Risk (VaR) calculations, and historical crisis stress testing. Supports US & European markets with automated company classification.
SAMPO: Scale-wise Autoregression with Motion Prompt for Generative World Models
SRVAR toolkit inspired by Grammatikopoulos (2025, Journal of Forecasting)
Value at risk (VaR) is a measure of the potential loss that an asset, portfolio, or firm might experience over a given period of time. Standard deviation, on the other hand, measures how much returns vary over time.
Quantitative trading indicators for Python. Anchored VWAP and Value at Risk with 4 calculation methods.
Market risk analytics dashboard in Python and Streamlit that computes portfolio volatility, drawdowns, VaR/ES, rolling correlations, and stress tests (shocks + COVID‑style crisis window) for equity/ETF portfolios.
Crypto risk modeling with VaR/CVaR w/ multi-coin support
Python model measuring Value-at-Risk (VaR) and Expected Shortfall (ES) for a £1m GBP/USD portfolio, with scenario stress testing and client-style reporting.
Beginner Level Python projects
Interactive multi-asset VaR (Parametric, Historical, MC Normal, MC t-Student) with FX & crypto
Tests for VaR estimation of financial instruments, including Kupiec Test(LR-Stats) and Engle Test(QD-Stats).
Text-driven quantitative risk engine that converts natural language portfolio requests into structured VaR, Expected Shortfall, and Basel-style backtesting analytics using a modular multi-phase architecture.
A Monte Carlo simulation project for financial risk analysis of Crude Oil Stocks.
A Python powered CLI that calculates most important descriptive statistics for given assets
Official PyTorch implementation of "LSRS: Latent Scale Rejection Sampling for Visual Autoregressive Modeling". An efficient test-time scaling strategy to enhance VAR image generation quality with minimal overhead.
Financial Risk with Python
1-day 95% VaR on SOFR swaps and equities (AAPL, MSFT, F, BAC) using parametric, Monte Carlo and historical methods.
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