Code and Data Repository for Black-box CoVaR and Its Gradient Estimation
该软件展示了一种适用于黑箱和流数据场景的CoVaR及其梯度估计的随机近似算法，为金融风险管理和计量经济学研究者提供实用工具。
The goal of this software is to demonstrate a stochastic approximation algorithm for CoVaR and its gradient estimation, which is applicable in various complicated cases, including black-box and streaming data scenarios.