CBravoR / AdvancedAnalyticsLabsLinks
Analytics labs notebooks for Statistics and Business School students
☆33Updated 2 months ago
Alternatives and similar repositories for AdvancedAnalyticsLabs
Users that are interested in AdvancedAnalyticsLabs are comparing it to the libraries listed below
Sorting:
- The full scope of IFRS 9 Impairment models including PD, LGD and EAD are provided. It also covers ECL, which is the combination of those …☆106Updated 3 months ago
- Credit-Risk Modelling Libraries☆131Updated 8 years ago
- Modeled the credit risk associated with consumer loans. Performed exploratory data analysis (EDA), preprocessing of continuous and discre…☆96Updated 5 years ago
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆41Updated 5 years ago
- Code from "Introduction to Python for Econometrics, Statistics and Data Analysis" by Kevin Sheppard☆86Updated 4 years ago
- Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot☆11Updated 7 years ago
- ☆86Updated 3 years ago
- Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2…☆24Updated 4 years ago
- Applied Data Science for Credit Risk☆178Updated this week
- Advanced Financial Econometrics - Trinity Term 2020☆32Updated 4 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆49Updated 5 years ago
- Statistical Inference Course☆43Updated last year
- Half day workshop covering insurance pricing with GAMs, GLMs, trees and clustering.☆28Updated 4 years ago
- Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.☆17Updated last year
- Links for the most relevant topics☆32Updated 6 years ago
- ☆24Updated last year
- Modern Time Series Forecasting with Python 2E, Published by Packt☆193Updated this week
- Forecasting: principles and practice in python☆204Updated 2 years ago
- ☆18Updated 2 years ago
- Python implementation of the midasml approach☆27Updated 8 months ago
- In this repository I document my learnings from the course on Udemy - udemy.com/course/credit-risk-modeling-in-python/☆18Updated 6 years ago
- A comprehensive credit risk model and scorecard using data from Lending Club☆149Updated 4 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated last year
- ☆24Updated 4 years ago
- This repository contains the experiments related with a new baseline model that can be used in forecasting weekly time series. This model…☆48Updated 3 years ago
- ☆14Updated 4 years ago
- Bayesian Estimation and Forecasting of Time Series in statsmodels, for Scipy 2022 conference☆25Updated 3 years ago
- LSTM neural networks for nowcasting economic data.☆71Updated last year
- Nonlinear Nonparametric Statistics☆101Updated last week
- Implementation of Modern Portfolio Theory and Black Litterman Model☆19Updated 3 years ago