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Value at Risk
Slyart2046
Member Posts: 8 
Contributor II
Hi!!!
I am trying to start a project with my students about Value - at - risk using Historical, parametric, Monte Carlo and Extreme Value. I cant find any of the simulation operators, could someone help me?
Art
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There are no native VAR type of operators in RapidMiner but if you know the formulas, you can calculate it yourself. Here's a process on how to do Monte Carlo: https://datascientist.at/2016/04/simulation-mit-rapidminer/