var
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The project part eliminated the shortcomings of the current methodology for calculating the risks of VaR of the outflow of the deposit portfolio of Center Credit Bank.
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May 21, 2024 - Jupyter Notebook
Value at risk (VaR) is a measure of the potential loss that an asset, portfolio, or firm might experience over a given period of time. Standard deviation, on the other hand, measures how much returns vary over time.
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May 6, 2024 - Python
Compute a moving sample Pearson product-moment correlation coefficient incrementally.
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May 5, 2024 - JavaScript
Compute an unbiased sample covariance incrementally.
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May 1, 2024 - JavaScript
Compute the unbiased sample variance over all iterated values.
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May 1, 2024 - JavaScript
Compute an unbiased sample variance incrementally.
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May 1, 2024 - JavaScript
Compute a variance-to-mean ratio (VMR) incrementally.
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May 1, 2024 - JavaScript
Calculate the variance of a double-precision floating-point strided array ignoring NaN values and using a one-pass trial mean algorithm.
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May 1, 2024 - JavaScript
Calculate the variance of a double-precision floating-point strided array ignoring NaN values and using a one-pass textbook algorithm.
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May 1, 2024 - JavaScript
Calculate the variance of a double-precision floating-point strided array ignoring NaN values and using Welford's algorithm.
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May 1, 2024 - JavaScript
Calculate the variance of a double-precision floating-point strided array ignoring NaN values and using a one-pass algorithm proposed by Youngs and Cramer.
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May 1, 2024 - JavaScript
Calculate the variance of a double-precision floating-point strided array using a one-pass trial mean algorithm.
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Updated
May 1, 2024 - JavaScript
Calculate the variance of a double-precision floating-point strided array using a one-pass textbook algorithm.
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Updated
May 1, 2024 - JavaScript
Calculate the variance of a double-precision floating-point strided array using Welford's algorithm.
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Updated
May 1, 2024 - JavaScript
Calculate the variance of a double-precision floating-point strided array using a one-pass algorithm proposed by Youngs and Cramer.
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May 1, 2024 - JavaScript
Calculate the variance of a double-precision floating-point strided array provided a known mean.
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May 1, 2024 - JavaScript
Calculate the variance of a double-precision floating-point strided array provided a known mean and using Neely's correction algorithm.
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May 1, 2024 - JavaScript
Calculate the variance of a double-precision floating-point strided array provided a known mean and using a one-pass textbook algorithm.
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May 1, 2024 - JavaScript
Compute an exponentially weighted variance incrementally.
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May 1, 2024 - JavaScript
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