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
- Loss histogram in Base64
- 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 the result traceable
Outcome
A tool for measuring risk with more context than a point calculation
Overview
Problem
Financial risk needs to see distribution and loss tails, not just fixed numbers.
Approach
I built a Bayesian workflow to estimate VaR and the probability of losses above thresholds.
Outcome
The project improves risk interpretation and decision-making under uncertainty.