Value at Risk (VaR) for Crypto Currencies
The quantitative analysis team of the BBL made a simple prototype of Value at Risk calculator for the daily crypto currency prices. Numerical tool of the implementation is R and published in Shiny R-Studio server.
Prediction for Tomorrow
Base on the GARCH model, we predict the return of crypto currencies.
Team members: Christos Angelopoulos, Davin Poonai, Ji Will
Mentors: Prof. Stoyan Stoyanov, Prof. Aaron Kim