Densur / LDPDLinks
PD calibration techniques for LDP portfolios
☆10Updated 9 years ago
Alternatives and similar repositories for LDPD
Users that are interested in LDPD are comparing it to the libraries listed below
Sorting:
- Machine Learning for Financial Market Prediction☆59Updated 7 years ago
- A Python library for time series forecasting☆81Updated 7 months ago
- ☆60Updated 6 years ago
- Better `keras` models for time series and beyond☆61Updated 2 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆37Updated 8 years ago
- Computational Finance related Python Code☆28Updated 10 years ago
- Deep learning for forecasting company fundamental data☆141Updated 6 years ago
- ☆16Updated 8 years ago
- Open Source Tools for Financial Time Series Analysis and Visualization☆70Updated 10 years ago
- A tool for analyzing feature importance of xgboost model. idea came from R version xgboostExplainer☆42Updated 7 years ago
- Jupyter Notebook and Python business intelligence tools and techniques. [Raw upload]☆85Updated 2 years ago
- Short Course - Applied Machine Learning for Risk Management☆254Updated 8 years ago
- Predict whether a loan will be repaid using automated feature engineering.☆64Updated 2 years ago
- Credit-Risk Modelling Libraries☆131Updated 8 years ago
- Automatic feature engineering using deep learning and Bayesian inference using TensorFlow.☆71Updated 2 years ago
- Depricated repo. Please refer to mlfinlab☆113Updated 5 years ago
- Common data science and data engineering utilities to help us perform analytics. Our toolbox for data scientists, licensed under Apache-2…☆30Updated 7 years ago
- ☆97Updated 7 years ago
- Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.☆21Updated 12 years ago
- Hyperparameter tuning and rolling time-series forecast for machine learning models☆18Updated 8 years ago
- Time Series Cross-Validation -- an extension for scikit-learn☆258Updated 3 years ago
- Python package that optimizes information value, weight-of-evidence monotonicity and representativeness of features for credit scorecard …☆116Updated 3 years ago
- How to predict credit defaulting?☆93Updated 6 years ago
- Implementations of the graphical lasso method to estimation of covariance matrices in finance.☆36Updated 13 years ago
- aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-firs…☆75Updated 9 years ago
- Example PyMC3 project for performing Bayesian data analysis using a probabilistic programming approach to machine learning.☆105Updated 6 years ago
- Hierarchical Time Series Forecasting using Prophet☆144Updated 5 years ago
- Doing Bayesian statistics in Python!☆68Updated 8 years ago
- FairPut - Machine Learning Fairness Framework with LightGBM — Explainability, Robustness, Fairness (by @firmai)☆72Updated 4 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆47Updated 9 years ago