hfrisk | Parallel copula ARMA-GARCH estimation in C using MPI
kandi X-RAY | hfrisk Summary
kandi X-RAY | hfrisk Summary
hfrisk is a C++ library. hfrisk has no bugs, it has no vulnerabilities and it has low support. You can download it from GitHub.
This code does parallel VaR and CVaR forecasting with Copula-ARMA-GARCH models, with applications to high-frequency market risk management (HFRisk). Parallelization of univariate ARMA-GARCH estimation done via MPI. Testing was on an IBM Blue Gene/P. The configure.sh script will try to install all dependencies in a folder called lib.
This code does parallel VaR and CVaR forecasting with Copula-ARMA-GARCH models, with applications to high-frequency market risk management (HFRisk). Parallelization of univariate ARMA-GARCH estimation done via MPI. Testing was on an IBM Blue Gene/P. The configure.sh script will try to install all dependencies in a folder called lib.
Support
Quality
Security
License
Reuse
Support
hfrisk has a low active ecosystem.
It has 5 star(s) with 2 fork(s). There are 2 watchers for this library.
It had no major release in the last 6 months.
hfrisk has no issues reported. There are no pull requests.
It has a neutral sentiment in the developer community.
The latest version of hfrisk is current.
Quality
hfrisk has no bugs reported.
Security
hfrisk has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.
License
hfrisk does not have a standard license declared.
Check the repository for any license declaration and review the terms closely.
Without a license, all rights are reserved, and you cannot use the library in your applications.
Reuse
hfrisk releases are not available. You will need to build from source code and install.
Installation instructions are not available. Examples and code snippets are available.
Top functions reviewed by kandi - BETA
kandi's functional review helps you automatically verify the functionalities of the libraries and avoid rework.
Currently covering the most popular Java, JavaScript and Python libraries. See a Sample of hfrisk
Currently covering the most popular Java, JavaScript and Python libraries. See a Sample of hfrisk
hfrisk Key Features
No Key Features are available at this moment for hfrisk.
hfrisk Examples and Code Snippets
No Code Snippets are available at this moment for hfrisk.
Community Discussions
No Community Discussions are available at this moment for hfrisk.Refer to stack overflow page for discussions.
Community Discussions, Code Snippets contain sources that include Stack Exchange Network
Vulnerabilities
No vulnerabilities reported
Install hfrisk
You can download it from GitHub.
Support
For any new features, suggestions and bugs create an issue on GitHub.
If you have any questions check and ask questions on community page Stack Overflow .
Find more information at:
Reuse Trending Solutions
Find, review, and download reusable Libraries, Code Snippets, Cloud APIs from over 650 million Knowledge Items
Find more librariesStay Updated
Subscribe to our newsletter for trending solutions and developer bootcamps
Share this Page