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Conditional Autoregressive Value-at-Risk by Neural Net

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Name		Name	Last commit message	Last commit date
Latest commit History 40 Commits
tests		tests
varnet		varnet
.gitignore		.gitignore
LICENSE		LICENSE
README.md		README.md
caviar_benchmark.py		caviar_benchmark.py
garch_benchmark.py		garch_benchmark.py
main.py		main.py
print_chart.py		print_chart.py

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VaRNet

Value-at-Risk by Neural Net

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Conditional Autoregressive Value-at-Risk by Neural Net

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