A binary classification model is developed to predict the probability of paying back a loan by an applicant. Customer previous loan journey was used to extract useful features using different strategies such as manual and automated feature engineering, and deep learning (CNN, RNN). Various machine learning algorithms such as Boosted algorithms (…
☆22Sep 13, 2022Updated 3 years ago
Alternatives and similar repositories for Credit-Risk-Management
Users that are interested in Credit-Risk-Management are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This project requires to develop a customer segmentation to define marketing strategy. The sample dataset summarizes the usage behavior o…☆14Oct 14, 2019Updated 6 years ago
- LGBM :推导原理、参数含义、超参数设置(网格、随机、贝叶斯搜索)☆12Jan 15, 2019Updated 7 years ago
- The COVID-19 Digital Observatory collects, aggregates, and distributes data from social media, search engine results, and Wikipedia to su…☆11Dec 17, 2020Updated 5 years ago
- A model that predicts the default rate of credit card holders using the LightGBM classifier. Trained the LightGBM classifier with Scikit-…☆31Nov 15, 2019Updated 6 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆17Sep 25, 2021Updated 4 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- ☆11Dec 17, 2018Updated 7 years ago
- Investigating how COVID-19 shaped Anti-Asian Climate☆12Aug 12, 2021Updated 4 years ago
- Model and replications scripts for the 2020 IMF Working Paper "Foreign Exchange Interventions Rules for Central Banks: A Risk-Based Frame…☆10Apr 20, 2023Updated 3 years ago
- ☆11Jun 4, 2022Updated 4 years ago
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- Official repository for the ICWSM '21 paper "More than meets the tie: Examining the Role of Interpersonal Relationships in Social Network…☆12Apr 26, 2023Updated 3 years ago
- Survey of neural network methods for derivatives pricing and risks☆14Jul 5, 2022Updated 3 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆16May 2, 2019Updated 7 years ago
- A comprehensive credit risk model and scorecard using data from Lending Club☆154Apr 3, 2021Updated 5 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Built quantitative models to measure value at risk (VaR) and Expected Shortfall (ES).☆13Aug 30, 2018Updated 7 years ago
- Variance Gamma distribution (Python): pdf, cdf, rand and fit.☆11Mar 8, 2018Updated 8 years ago
- The Value at Risk (VaR) calculation, Python version☆10Nov 1, 2019Updated 6 years ago
- A set of pre-trained machine-learning models that predict (im-)politeness scores in texts.☆19Jan 2, 2025Updated last year
- Computational Finance And Financial Econometrics - This course is an introduction to computational finance and financial econometrics - d…☆15Jul 6, 2021Updated 4 years ago
- Abstractive text summarization using CNN/DailyMail Dataset training on RNN/LSTM & T5.☆14Jan 5, 2023Updated 3 years ago
- A Credit Risk Scoring and Validation Package☆30Feb 17, 2024Updated 2 years ago
- Large Deviations for volatility options☆13Feb 28, 2019Updated 7 years ago
- Dataset files for the Open Data on GitHub paper☆32Mar 6, 2025Updated last year
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Master Dissertation (2014): Backtesting Bootstrap Value-at-Risk and Expected Shortfall estimates in GARCH models☆14Mar 11, 2026Updated 3 months ago
- Python Jupyter notebook for sharpe ratio based cryptocurrency portfolio optimization using Monte-Carlo method☆18Mar 11, 2021Updated 5 years ago
- The Python implementation of Tradaboost classifier and regressor☆14May 6, 2018Updated 8 years ago
- Using three approaches to calculate Value at Risk and Conditional Value at Risk of a portfolio of assets.☆13Apr 24, 2020Updated 6 years ago
- HSE Course in Risk-Management☆13Dec 13, 2018Updated 7 years ago
- An API wrapper for Google's Perspective API☆20Sep 1, 2021Updated 4 years ago
- C++ deepsort on tensorflow☆18Apr 4, 2020Updated 6 years ago
- Risk scorecard develop tool welcome to use☆20Jan 31, 2022Updated 4 years ago
- Project to find high performing loans in P2P lending.☆12Jul 13, 2018Updated 7 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- 2nd Place Solution 💰🥈☆227Sep 8, 2018Updated 7 years ago
- the spoken dialog system framework based on RavenClaw dialog engine☆13Jul 28, 2015Updated 10 years ago
- 🎆 ✨ Wrapper around fireworks-js to bring fireworks to your Shiny application☆10Mar 8, 2026Updated 3 months ago
- A Reinforcement learning model which applies deterministic policy gradient algorithms to maximize return on portfolio management task☆14Jun 2, 2018Updated 8 years ago
- Multivariate DCC-GARCH model☆16Sep 27, 2018Updated 7 years ago
- Gradient boosting model for predicting credit default risk on Kaggle competition☆18Nov 30, 2020Updated 5 years ago
- Welcome to 6.86x Machine Learning with Python–From Linear Models to Deep Learning. Machine learning methods are commonly used across eng…☆13Nov 16, 2020Updated 5 years ago