ML IsolationForest + PyTorch autoencoder anomaly detection · supervised stress-day classifier (logistic + random forest) · semi-supervised label propagation · PCA + KMeans + Marchenko-Pastur denoising ...
A comprehensive market risk project comparing three volatility-adaptive VaR models across three correlation scenarios for a four-asset GBP-denominated equity portfolio (Nike, Citibank, Commerzbank, ...
This is a trading note for those who love statistics and focus on stock and FX data analysis. I verified a simple moving average strategy using long-term GOLD (XAUUSD) data. Here, I summarize the ...
In an attempt to create a knowledge powerhouse, we decode the finer nuances, terms, instruments used on the Dalal Street to help you become an informed player in the market. Mastering interest rate ...
Trading as a lifetime career option was generally considered taboo in India a few years back. However, times have changed and trading has been one of the most rewarding choices of all time. There are ...
Important Topics for CAIIB BFM: Important Topics for CAIIB BFM is for the candidates going to appear for the CAIIB BFM Exam scheduled to be on 3rd July 2022. Candidates find the BFM Paper to be the ...
AVP-Market and Liquidity Risk Sumitomo Mitsui Banking Corporation (SMBC) 7 to 11 Yrs All India Market Risk Management VaR Stress Testing Scenario Analysis Communication Skills Derivative Products ...
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