项目作者: jaantollander

项目描述 :
Provides a concrete Julia implementation for computing the conditional value-at-risk (aka expected shortfall) for discrete probability distributions. Also works as a pseudocode for other languages.
高级语言: Julia
项目地址: git://github.com/jaantollander/ConditionalValueAtRisk.git
创建时间: 2020-09-14T11:35:26Z
项目社区:https://github.com/jaantollander/ConditionalValueAtRisk

开源协议:MIT License

下载