andrija-djurovic / adsfcrLinks
Applied Data Science for Credit Risk
☆166Updated last week
Alternatives and similar repositories for adsfcr
Users that are interested in adsfcr 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 …☆103Updated last week
- Credit Risk Modeling to Compute Expected Loss of Loans (logistic regression, linear regression)☆27Updated last year
- Forecasting: principles and practice in python☆195Updated 2 years ago
- The repository of "Python for Finance Cookbook" 2nd edition☆242Updated 2 years ago
- Modern Time Series Forecasting with Python 2E, Published by Packt☆175Updated 2 months ago
- Tutorials of econometrics featuring Python programming. This is a crash course for reviewing the most important concepts and techniques o…☆461Updated last year
- Compendium of free ML reading resources☆422Updated last week
- Quant Research☆90Updated last week
- Credit-Risk Modelling Libraries☆126Updated 7 years ago
- Python-centered read-along of Forecasting: Principles and Practice☆509Updated last month
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆53Updated 2 years ago
- A series of interactive labs we prepared for the Chartered Financial Data Scientist Certification. The content of the series is based on …☆210Updated last year
- Modern Time Series Forecasting with Python, published by Packt☆537Updated 2 months ago
- Time Series Textbooks- This repository aims to provide a host of resources that cover the gamut of time series analysis.☆118Updated 5 months ago
- Includes the exercises and chapter summaries of Marcos Lopez de Prado's Advances in Financial Machine Learning☆42Updated 3 months ago
- Machine Learning for Time-Series with Python.Published by Packt☆302Updated this week
- Time series easier, faster, more fun. Pytimetk.☆940Updated last week
- Portfolio Construction and Risk Management book's Python code.☆145Updated last month
- Algo Trading Research & Documentation☆21Updated 3 months ago
- ☆17Updated 2 years ago
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆90Updated 2 months ago
- Credit Risk Modelling | Calculation of PD, LGD, EDA and EL with Machine Learning in Python☆47Updated 2 years ago
- ☆246Updated last year
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆266Updated last month
- ☆13Updated 5 years ago
- The repository to showcase the best framework for tabular data - the Awesome CatBoost☆265Updated 3 months ago
- ☆47Updated 2 years ago
- Various stress testing/risk modeling techniques in a jupyter notebook, in Python 3.4.☆24Updated 6 years ago
- This repository contains everything you need to become proficient in Time Series Analysis and Forecasting☆322Updated last year
- World beating online covariance and portfolio construction.☆310Updated last month