Research paper / RESOURCE PROFILE

Correlation scenarios and correlation stress testing

Publication: Correlation scenarios and correlation stress testing. Published Jul 14, 2021.

Research & Papers
arxiv.orgPublished Jul 14, 2021
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Overview

Publication: Correlation scenarios and correlation stress testing. Published Jul 14, 2021.

Publication information

Publication title
Correlation scenarios and correlation stress testing
Authors
N. Packham, F. Woebbeking
Published
Jul 14, 2021
Last publication revision
Sep 5, 2022
Subject areas
q-fin.RM, q-fin.ST
Publication source
arxiv.org · abs/2107.06839v2 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2107.06839 ↗

Discovery references

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
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DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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