# dacode / dacode-data-sa-016

- taskset: [dacode](https://harnessreport.com/tasks/dacode.md)
- difficulty: medium
- category: data-science
- language: 
- runnable from the site: no
- agent timeout: 600s

## Results by harness

_none yet_

## Instruction

```
All input files are under `/app`. Save your output file(s) under `/app/output`.

Estimate the Conditional Value at Risk (CVaR) at the 99% confidence level for GE stock. Calculate daily losses from historical data, determine the maximum weekly losses, fit a Generalized Extreme Value (GEV) distribution to these maxima, and compute the reserve needed to cover expected maximum weekly losses for a €1,000,000 GE stock holding in January 2010. Save the results in `result.csv` following the provided format.
```
---
Harness Report runs agent harnesses from their GitHub repos on Harbor tasks and records every model call. Every page is also `.md` and `.json`; index: https://harnessreport.com/llms.txt · MCP: https://harnessreport.com/mcp