andrija-djurovic / adsfcr
Applied Data Science for Credit Risk
☆104Updated this week
Alternatives and similar repositories for adsfcr:
Users that are interested in adsfcr are comparing it to the libraries listed below
- 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 …☆85Updated last year
- Modern Time Series Forecasting with Python 2E, Published by Packt☆114Updated 2 months ago
- Credit Risk Modeling to Compute Expected Loss of Loans (logistic regression, linear regression)☆24Updated last year
- Forecasting: principles and practice in python☆127Updated last year
- Credit-Risk Modelling Libraries☆116Updated 7 years ago
- Code from "Introduction to Python for Econometrics, Statistics and Data Analysis" by Kevin Sheppard☆75Updated 3 years ago
- Python-centered read-along of Forecasting: Principles and Practice☆502Updated 5 months ago
- Modern Time Series Forecasting with Python, published by Packt☆495Updated 10 months ago
- Tutorials of econometrics featuring Python programming. This is a crash course for reviewing the most important concepts and techniques o…☆393Updated 9 months ago
- Various stress testing/risk modeling techniques in a jupyter notebook, in Python 3.4.☆24Updated 5 years ago
- Quant Research☆69Updated this week
- Portfolio Construction and Risk Management book's Python code.☆81Updated last month
- Time Series Textbooks- This repository aims to provide a host of resources that cover the gamut of time series analysis.☆52Updated last year
- Statistical Inference Course☆40Updated 2 months ago
- A series of interactive labs we prepared for the Chartered Financial Data Scientist Certification. The content of the series is based on …☆205Updated 7 months ago
- Practical Guide to Applied Conformal Prediction, published by Packt☆161Updated last year
- ☆13Updated 4 years ago
- Modeled the credit risk associated with consumer loans. Performed exploratory data analysis (EDA), preprocessing of continuous and discre…☆87Updated 4 years ago
- The repository to showcase the best framework for tabular data - the Awesome CatBoost☆226Updated 2 months ago
- The repository of "Python for Finance Cookbook" 2nd edition☆197Updated 2 years ago
- 📈A dash app showing Interactive Visualisation of the Yield Curve UK and US☆30Updated 9 months ago
- World beating online covariance and portfolio construction.☆281Updated 2 weeks ago
- Statsmodels: statistical modeling and econometrics in Python☆18Updated this week
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆43Updated 5 years ago
- A comprehensive credit risk model and scorecard using data from Lending Club☆137Updated 3 years ago
- Code that I show on my YouTube Channel☆95Updated last year
- Application to finance☆20Updated 5 months ago
- Une liste de ressources sur tout ce qui touche à la prise de décision : vidéos, tutoriels, livres, documents, thèses, articles, datasets …☆8Updated 6 months ago
- One factor Vasicek model in Python.☆10Updated last year
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆50Updated last year