An interactive prototype built for our early-stage Mining Stealth Start-up Venture

This analysis evaluates banking systemic risk by comparing the performance of traditional linear quantile regression against neural network quantile regression when modeling the ΔCoVaR (Delta Conditional Value at Risk) metric.

Objective
To develop an investment strategy that:

- tracks a benchmark market-capitalization-weighted portfolio, while incorporating targeted factor or sector tilts
- allows portfolios to meet specific investor preferences without significantly deviating from the benchmark’s overall performance