GitHub - lamfo-unb/QRNN: Code for the Quantile RNN for VaR estimation

lamfo-unb / QRNN Public

Code for the Quantile RNN for VaR estimation

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Name		Name	Last commit message	Last commit date
Latest commit History 16 Commits
notebooks		notebooks
src/qrnn		src/qrnn
tests		tests
.gitignore		.gitignore
CHANGELOG.md		CHANGELOG.md
MANIFEST.in		MANIFEST.in
README.md		README.md
conda.txt		conda.txt
pip.txt		pip.txt
pytest.ini		pytest.ini
setup.cfg		setup.cfg
setup.py		setup.py
test.sh		test.sh