Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.
☆21Nov 10, 2013Updated 12 years ago
Alternatives and similar repositories for IntensityCreditModels
Users that are interested in IntensityCreditModels are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A Python library for generating analytic tests for credit portfolio loss distributions☆33Dec 17, 2024Updated last year
- Some jupyter notebooks on various topics☆12Oct 13, 2019Updated 6 years ago
- ☆16Nov 16, 2016Updated 9 years ago
- 信用风险评估评分卡☆11Aug 20, 2018Updated 7 years ago
- ☆17Jun 3, 2024Updated last year
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- A collection of resources for quantitative economics in Python☆13Jan 29, 2017Updated 9 years ago
- Python copulas library for dependency modeling☆103Oct 26, 2020Updated 5 years ago
- Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model☆72Sep 15, 2019Updated 6 years ago
- Credit-Risk Modelling Libraries☆136Feb 5, 2018Updated 8 years ago
- Risk estimation algorithms☆30Aug 4, 2018Updated 7 years ago
- The tool facilitates debugging convergence issues and testing new algorithms and recipes for training LLMs using Nvidia libraries such as…☆19Sep 17, 2025Updated 8 months ago
- Select a supervised algorithm that can predict stock prices of historical data based on the predictors (statistical indicators). Accordin…☆44Feb 15, 2023Updated 3 years ago
- Group project for the WorldQuant University module, risk management.☆13Feb 3, 2019Updated 7 years ago
- An algorithmic trading platform including backtesting, indicators☆31Dec 4, 2013Updated 12 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆110Oct 16, 2015Updated 10 years ago
- ☆13Jun 17, 2024Updated last year
- Python versions of nearest correlation matrix algorithms☆40Jan 16, 2019Updated 7 years ago
- Credit Risk - IRB Model Validation - BASEL Requirement☆10Jul 26, 2015Updated 10 years ago
- This Model is created to describe the credit risk of a listed company☆26Apr 11, 2017Updated 9 years ago
- A Bot that searches for and posts links to archived versions of articles after scanning all of HackerNews' top articles for those that co…☆24Sep 19, 2022Updated 3 years ago
- HFTrader is fully automated high frequency trading system☆97Dec 12, 2012Updated 13 years ago
- Code for getting implied volatility in Python☆27Jul 27, 2017Updated 8 years ago
- Includes script for Kaggle Competition - Give Me Some Credit☆11Sep 12, 2017Updated 8 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Master Dissertation (2014): Backtesting Bootstrap Value-at-Risk and Expected Shortfall estimates in GARCH models☆14Mar 11, 2026Updated 2 months ago
- Quantlib implementation in pure Julia☆29Dec 28, 2024Updated last year
- Credit Risk Modeling to Compute Expected Loss of Loans (logistic regression, linear regression)☆34Feb 26, 2024Updated 2 years ago
- GitHub Pages repository for https://guedou.github.io☆11Apr 7, 2026Updated last month
- Regime-Switching Model☆20Nov 9, 2017Updated 8 years ago
- backtesting trading strategy in python☆31May 29, 2012Updated 13 years ago
- Technical Analysis Library☆12Aug 25, 2012Updated 13 years ago
- Python code for spatial optimization problems.☆24Aug 29, 2024Updated last year
- A Primer on Python for Statistical Programming and Data Science☆26Mar 26, 2019Updated 7 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- The hourly demand and supply of electricity in the US☆26May 26, 2021Updated 4 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆124Feb 17, 2021Updated 5 years ago
- ☆16Sep 3, 2018Updated 7 years ago
- gdbt implement by scikit-learn☆25Sep 7, 2017Updated 8 years ago
- iOS client for banking infrastructure☆11Jun 24, 2016Updated 9 years ago
- ☆14Nov 9, 2013Updated 12 years ago
- Hidden Markov Model for .NET☆11Jul 13, 2015Updated 10 years ago