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Showing 2 open source projects for "stress"
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PetoronHash2
PH2 Permutation-based cryptographic post-quantum hash library with duplex construction (C++20)
PetoronHash2 (PH2) is a standalone ARX-based sponge construction that combines: A 4096-bit internal permutation core A sponge/duplex architecture with explicit capacity separation An extendable-output function (XOF) Memory-hard (HARD) and burn (BURN) modes A structured tagged absorb scheme A parameterized architecture suitable for hashing, KDF, and stress-oriented derivation PH2 is designed as a wide-state cryptographic primitive with explicit domain separation and configurable output length. https://github.com/01alekseev/PetoronHash2 Petoron | Ivan Alekseev | MIT license -
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The purpose of the project is summarising effort from a number of analytic libraries, adding interactive web-based user interface and making a free open source solution for risk analytics and stress testing. Feb 8, 2012 Paul Glasserman's Importance Sampling and Tail Approximations as well as plain Monte Carlo have been implemented for for the widely used normal copula model of portfolio credit risk. The package includes source code, examples, spreadsheet with results and references to the papers.
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