Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
-
Updated
Jun 25, 2025 - Python
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
Entropy Pooling in Python with a BSD 3-Clause license.
Official implementation for "Towards Safe Reinforcement Learning via Constraining Conditional Value at Risk" (IJCAI 2022)
Multi-Agent RL for UAV Control for Fair and Energy-Efficient Coverage Maximisation
A Python powered CLI that calculates most important descriptive statistics for given assets
Financial Risk with Python
A Monte Carlo simulation project for financial risk analysis of Crude Oil Stocks.
Add a description, image, and links to the cvar topic page so that developers can more easily learn about it.
To associate your repository with the cvar topic, visit your repo's landing page and select "manage topics."