Stack Overflow
Stack Overflow

Questions tagged [risk-analysis]

The tag should be used whenever the probability and/or the severity of one or multiple events should be quantified. It may refer to certain finance topics, but is not limited to that.

Risk analysis is the identification, assessment, and quantification of risks in terms of severity and probability for a certain event.

More resources:

68 questions
0
votes
0 answers

Expected Returns in risk parity method allocation method

The HRP method of the risk allocation just takes the input of the Covariance matrix for solving the asset allocation. How can we say or define a way to HRP that it should also allocate the weights according to some factor. For example: Lets say we…
Ankit Vinod Aggarwal
  • 1
  • 1
0
votes
0 answers

Converting VaR Matlab code into Python code

I am new in coding and my professor asked me to do a project about Risk at value(VaR) but unfortunately, I wasn't able. Is there anyone to help me with this issue? I need to convert this MatLab code into Python…
Farid Bagheri
  • 1
  • 1
0
votes
0 answers

Calculate the risk level of user behavior through smart contract

I want to calculate the user risk level based on the user behavior history and have defined the Authentication and Authorization tuples for it. The Authentication and Authorization Tuples are based on Timestamp ( time, day date, and hour the user…
Laila Tul Badar
  • 1
  • 1
0
votes
0 answers

seeking help in designing the structure (Algorithm) for risk assessment on User past behavior based on queries

I have multiple organizations' data stored in a distributed database. The records are basically the user behavior history (all are encrypted). When the organization A user requests the resource from organization B, organization B will perform a risk…
Laila Tul Badar
  • 1
  • 1
0
votes
0 answers

State Transition Matrix - Row sum = 1

Given below is a S&P Transition Matrix. For my analysis, I need to remove the NR column. What are the ways using which I can regain the property of transition matrix of row sum = 1? S&P Transition Matrix
Videh2311
  • 1
0
votes
0 answers

How can we approximate infinite horizon MDP with finite horizon MDP in the context of reinforcement learning?

For a given value of "discount factor" (and reward values' range) in fixed finite horizon markov decision process (MDP), upto how many episodes we have to extend this MDP so that we can approximate the corresponding infinite horizon MDP? I am…
Engr. Moiz Ahmad
  • 11
  • 3
0
votes
1 answer

Plot a difficult function in R and find the root by bisection

eq <- function(x){ sum(exp(-Ln.M_Return[,1]/x)) / 168 - 1 } # Ln.M_Return[,1] is a vector of stock return, and its length is 168. My first goal is to draw the plot for this function. However, there is always an error here. When I use "curve"…
Howard Shang
  • 1
0
votes
1 answer

R: Converting daily timeseries data to monthly

I am trying to find the deltacovar using the systemicR package but I am having trouble reading my csv file properly in xts form for my daily time series data and converting them into monthly data. I am getting the below mentioned error. How do I fix…
user17940819
  • 1
  • 3
0
votes
1 answer

'Undefined columns selected' error when trying to calculate population attributable risk from a Cox model (using AF::AFcoxph in R)?

For a current project i am trying to calculate the population attributable risk using Hazards obtained from a Cox proportional hazards model. There is a function in the package AF that does this specifically (link). However, when I try to run the…
tcvdb1992
  • 413
  • 3
  • 12
0
votes
1 answer

Why is my risk ratio reported to be 1 with NA-NA confidence interval?

I am trying to calculate the risk ratio for coinfection using the code: *NET_post4['VCandShig']<-NA NET_post4$VCandShig <- ifelse(NET_post4$VC=="Negative"& !is.na(NET_post4$VC) | NET_post4$Shigella=="Negative" & !is.na(NET_post4$Shigella), "No",…
Katie
  • 11
  • 2
0
votes
1 answer

Calculating the percentage of an outcome per group

Have a data frame of a predictive model output that is seperated into tertiles (low, medium, and high risk). I want to calculate the percentage of people in each risk zone that have the outcome of interest. import pandas as pd data = {'risk_group':…
JVDeasyas123
  • 263
  • 3
  • 14
0
votes
1 answer

credit score from SVM probabilities in R

I am trying to calculate credit scores for the germancredit dataframe in R. I used linear SVM classifier to predict 0 and 1 (i.e. 0 = good, 1 = bad). I managed to produce probabilities from SVM classifier using the following code. final_pred =…
Srini
  • 97
  • 7
0
votes
1 answer

Add quantile to MonteCarlo Simulation results in Python

I created a Monte Carlo Simulation for a single stock portfolio and would like to calculate and ideally display certain quantiles. For instance, in my example i have 1000 runs and would like to calculate the 95% quantile of the result (t252).…
Markus
  • 69
  • 1
  • 9
0
votes
1 answer

How to make a score from multiples KPIs

I am wondering if is it possible to create a global score using multiple KPIs with different scales. Example: I would like to join all this KPIs in one score that could tell me what version is better. Is it possible? (I consider the 3 with the…
Aceconhielo
  • 3,316
  • 4
  • 19
  • 26
0
votes
1 answer

open SAS risk file extension of .rskcdesc

In my project which deals with SAS we have risk binary files of extension .rskcdesc I have been looking but not able to find any python Java library which can read it. I need to automate data checks via Backend process, hence need a way to decode…
rohit arora
  • 55
  • 7
1 2
3
4 5