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Multi-Sources-Quantile-Regression-Neural-Network-in-QWIM

This project presents the application of a MS-QRNN model designed to estimate Value at Risk accurately by integrating both numerical financial time-series data

github.comJupyter Notebook
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Overview

This project presents the application of a MS-QRNN model designed to estimate Value at Risk accurately by integrating both numerical financial time-series data

Topics & capabilities

nlptime-seriestransformerdeep-learning

Repository information

Repository
LorenzoAusiello/Multi-Sources-Quantile-Regression-Neural-Network-in-QWIM ↗
Repository owner
LorenzoAusiello
Primary language
Jupyter Notebook
Repository code license
Not recorded
Maintenance status
Not archived at the recorded check
Forked repository
No
GitHub stars
12
Forks
0
Default branch
main
Last repository push
May 15, 2024

Source: GitHub API · observed Oct 11, 2026. Stars and forks are recorded counts. Repository code licenses may differ from dataset or model-weight licenses.

Source links & provenance

https://github.com/LorenzoAusiello/Multi-Sources-Quantile-Regression-Neural-Network-in-QWIM ↗

Discovery references

References explain how this resource entered the collection. They do not represent an endorsement.

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