95% VaR Backtest: SPY PASS (16/11.5 exceptions), QQQ PASS (15/11.5 exceptions) 99% VaR Backtest: SPY FAIL (5/2.3 exceptions), QQQ FAIL (5/2.3 exceptions) Note: 99% VaR shows FAIL due to short sample ...

Heil, with corporate headquarters in Chattanooga, Tennessee, and a manufacturing facility in Payne, Alabama, has introduced its Common Body platform, an engineering advancement that brings together ...

Abstract: Vector autoregressive (VAR) models have long been valued for their comprehensive representation capabilities in signal processing. However, this requires learning a matrix of parameters that ...

Microsoft has added official Python support to Aspire 13, expanding the platform beyond .NET and JavaScript for building and running distributed apps. Documented today in a Microsoft DevBlogs post, ...

This is a production-quality Market Risk Value-at-Risk (VaR) system implementing industry-standard methodologies used in major investment banks (HSBC, Barclays, JPMC, Standard Chartered). The system ...

Speaking to SABC Sport, just after concluding their last visit to the Royal Spanish Football Federation (RFEF) headquarters in Spain, Cilliers explained why this trip was necessary. Led by the newly ...

ABSTRACT: Value at Risk (VaR) and Expected Shortfall (ES) is commonly used measures of potential risk for losses in financial markets. In literature VaR and ES for the Normal Inverse Gaussian (NIG) ...

Imagine a world where machines don’t just follow instructions but actively make decisions, adapt to new information, and collaborate to solve complex problems. This isn’t science fiction, it’s the ...

Microsoft announced Visual Studio Code 1.104, the August 2025 update, with new functionality for selecting and contributing AI models, security, productivity and more. "This iteration, we're ...

According to BitMEX Research, Bitcoin did not trade anywhere near $122 in 2012, with the year’s peak around $13, correcting misinformation seen in circulating charts (source: BitMEX Research on X, Aug ...