Alternatives and similar repositories for credit-risk-modelling

Users that are interested in credit-risk-modelling are comparing it to the libraries listed below

• jalajthanaki / credit-risk-modelling
  Credit Risk analysis by using Python and ML
  ☆172Updated 8 years ago
• naenumtou / ifrs9
  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 …
  ☆105Updated 2 months ago
• qrmtutorial / qrm
  qrm
  ☆243Updated 2 years ago
• QuantEcon / lecture-python.notebooks
  Notebooks for https://python.quantecon.org
  ☆237Updated 2 weeks ago
• albahnsen / ML_RiskManagement
  Short Course - Applied Machine Learning for Risk Management
  ☆253Updated 7 years ago
• abdullahkarasan / mlfrm
  ☆86Updated 3 years ago
• bashtage / python-for-econometrics-statistics-data-analysis
  Code from "Introduction to Python for Econometrics, Statistics and Data Analysis" by Kevin Sheppard
  ☆84Updated 4 years ago
• jpcolino / IPython_notebooks
  Set of Jupyter (iPython) notebooks (and few pdf-presentations) about things that I am interested on, like Computer Science, Statistics an…
  ☆96Updated 4 years ago
• QuantEcon / quantecon-notebooks-python
  A Repository of Notebooks for the Python Lecture Site
  ☆268Updated 5 years ago
• andrija-djurovic / adsfcr
  Applied Data Science for Credit Risk
  ☆175Updated last week
• ChadFulton / tsa-notebooks
  Jupyter notebooks on time series econometrics topics.
  ☆297Updated 2 years ago
• finlytics-hub / credit_risk_model
  A comprehensive credit risk model and scorecard using data from Lending Club
  ☆148Updated 4 years ago
• shokru / mlfactor.github.io
  Website dedicated to a book on machine learning for factor investing
  ☆237Updated 2 years ago
• deepintomlf / mlfbook
  ☆80Updated 4 years ago
• vishnukanduri / Credit-Risk-Modeling-in-Python
  Modeled the credit risk associated with consumer loans. Performed exploratory data analysis (EDA), preprocessing of continuous and discre…
  ☆95Updated 5 years ago
• tinoproductions / DirtyQuant
  Code that I show on my YouTube Channel
  ☆103Updated 2 years ago
• shawn-y-sun / Credit_Risk_Model_LoanDefaults
  Credit Risk Modeling to Compute Expected Loss of Loans (logistic regression, linear regression)
  ☆29Updated last year
• differential-machine-learning / notebooks
  Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…
  ☆145Updated 3 years ago
• Apress / Machine-Learning-for-Economics-and-Finance-in-TensorFlow-2
  source code
  ☆43Updated 5 years ago
• z4ir3 / finance-courses
  Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)
  ☆201Updated 2 years ago
• jiaqiyao620 / credit-risk-management
  Class materials of Credit Risk Management taught by prof. Ed Hayes
  ☆14Updated 7 years ago
• sapphire921 / midas_pro
  Python version of Mixed Data Sampling (MIDAS) regression (allow for multivariate MIDAS)
  ☆67Updated 4 years ago
• McCloud77 / Portfolio-Construction-and-Analysis
  Jupyter notebooks on portfolio construction and analysis - EDHEC
  ☆45Updated 6 years ago
• jason-ash / pyesg
  Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.
  ☆141Updated 2 years ago
• PacktPublishing / Forecasting-Time-Series-Data-with-Facebook-Prophet
  Forecasting Time-Series Data with Facebook Prophet, published by Packt
  ☆106Updated last month
• andrequant / MPT_BlackLitterman
  Implementation of Modern Portfolio Theory and Black Litterman Model
  ☆19Updated 3 years ago
• algoquant / lecture_slides
  NYU Tandon lecture slides
  ☆32Updated 6 months ago
• PacktPublishing / Mastering-Pandas-for-Finance
  ☆65Updated 2 years ago
• govinda18 / Financial-Engineering-and-Risk-Management-Part-I
  ☆34Updated 5 years ago
• AliHabibnia / CMDA_4984_Data_Science_for_Quantitative_Finance
  This course in applied data science covers the theoretical foundations of advanced quantitative approaches in machine learning, econometr…
  ☆47Updated 8 months ago