Risk Management Model using BiGAN

Getting the best return with the least amount of risk is now one of the most studied issues in economics or finance. At current time, the majority of the available solutions on the market are based on the idea of stock price prediction. However, because of the extreme volatility in the financial market, the emphasis in portfolio analysis has shifted to finding a balance between profit and safety. Thus, we aim to achieve the same by using a strong Machine Learning algorithm to analyse and understand the trends, that lets you create an optimised portfolio. VaR is a statistic for calculating the risk of investment loss. It determines the possible loss of a collection of assets (with a given probability) over a predetermined period of time under normal market conditions. Think of it as being in the (lower) percentile or quartile of the distribution of portfolio returns, or as having a very low chance of losing a portfolio with a high value. Thus, we aim to study the risk trends for the top 5 stocks in the US Stock Market using BiGAN, which provides us with the amount of risk involved and compare it with the actual trends within the market.