GitHub - LarsonVU/Forward_contracting: This repository contains the code for a model that determines the optimal size of forward contracts for different levels of risk. The models for covariance matrices of full rank as the active set can run into numerical errors. Have Fun!

Branches Tags

Name		Name	Last commit message	Last commit date
Latest commit History 17 Commits
Data_and_covariance		Data_and_covariance
Figures		Figures
Usage_guide_Code.pdf		Usage_guide_Code.pdf
cov_calculate.py		cov_calculate.py
credibility_model.py		credibility_model.py
data_analysis.ipynb		data_analysis.ipynb
multi_product.py		multi_product.py
organic_implementation.py		organic_implementation.py
single_product.py		single_product.py

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This repository contains the code for a model that determines the optimal size of forward contracts for different levels of risk. The models for covariance matrices of full rank as the active set can run into numerical errors. Have Fun!