MacroStress-DSH
LeoLourson
Portfolio stress tests under macro scenarios: a Bayesian VAR with stochastic volatility drives the paths, and loss percentiles with expected shortfall come back over MCP.
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1projects include this topic
The "scenario-analysis" topic on GitHub groups 1 open-source project in the DeepSeek Harness (DSH) ecosystem, led by MacroStress-DSH with 3 GitHub stars. MacroStress-DSH — Portfolio stress tests under macro scenarios: a Bayesian VAR with stochastic volatility drives the paths, and loss percentiles with expected shortfall come back over MCP. Every project here is indexed by DSH Universe with live GitHub data — stars, activity and install status — so you can compare and install directly.
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LeoLourson
Portfolio stress tests under macro scenarios: a Bayesian VAR with stochastic volatility drives the paths, and loss percentiles with expected shortfall come back over MCP.