request for the code of model and macro-state variables data of "Modelling systemic risk using neural network quantile regression"

[LIYU-129]

Hello!I am very interested in the paper titled "Modelling systemic risk using neural network quantile regression". However,I only found the code about drawing graphs you have uploaded, but not the source code of the model and the macro-state variables data. So I don't know how to estimate VaR and CoVaR using the model in the article. I've been puzzled by this for a week.I hope you can give me a hand. Thank you! @StefanGam

[StefanGam]

Hello,
Thank you for showing your interest into the paper "Modelling systemic risk using neural network quantile regression". You can check again the repository. It has been updated with the code.
Sincerely,
Stefan