tvar is a simple command-line tool written in C for storing and retrieving temporary variable data, such as the output of scans or scripts. All data is stored in /tmp/tvar.db and will be destroyed when the system is rebooted
Actuarial tail risk quantile/expectile regression for insurance pricing - TVaR, large loss loading, ILF curves, CatBoost
Replicates and extends Joëts et al. (2016) on the nonlinear effects of macroeconomic uncertainty on commodity price volatility using a Threshold VAR framework with modern uncertainty proxies (VIX, JLN, CISS).
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