Dwija
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    • Exact MCMC using Bernoulli factory proposals
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    • Exact MCMC for intractable proposals
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    • Music genre mapping and prediction
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    • Multiple Try Metropolis with Bernoulli factories
    • Portfolio Optimization and Risk Analysis
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Portfolio Optimization and Risk Analysis

Oct 18, 2024 · 1 min read
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Portfolio optimization using the Markowitz efficient frontier and CPPI, and a risk module calculating VaR and CVaR.

Last updated on Oct 18, 2024
Dwija Kakkad
Authors
Dwija Kakkad
Senior Undergraduate
← Multiple Try Metropolis with Bernoulli factories Oct 18, 2024

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