Project detail
Financial Risk with PyMC
Bayesian estimation of VaR and critical loss probability with FastAPI and Flutter.
Highlights
- Value at Risk with Bayesian inference
- Configurable critical loss threshold
- Validation and smoke tests
- Designed for operational financial analysis
No public repository or demo link is published for this project yet.
Architecture
PyMC helper, FastAPI backend, and Flutter app for estimating financial risk and visualizing loss distribution
Challenges
- Controlling sampling latency
- Maintaining stable API contracts
- Making results traceable
Outcome
A tool for measuring risk with more context than a point calculation
Overview
Problem
Financial risk requires more than fixed numbers; it's essential to see distribution and loss tails.
Approach
I built a Bayesian workflow to estimate VaR and probability of losses above thresholds.
Outcome
The project improves risk reading and decision-making under uncertainty.