djbolder / credit-risk-modellingLinks
Credit-Risk Modelling Libraries
☆130Updated 7 years ago
Alternatives and similar repositories for credit-risk-modelling
Users that are interested in credit-risk-modelling are comparing it to the libraries listed below
Sorting:
- Credit Risk analysis by using Python and ML☆172Updated 8 years ago
- 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 …☆104Updated last month
- ☆84Updated 2 years ago
- 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
- qrm☆243Updated 2 years ago
- Short Course - Applied Machine Learning for Risk Management☆252Updated 7 years ago
- Website dedicated to a book on machine learning for factor investing☆236Updated 2 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆144Updated 3 years ago
- Modeled the credit risk associated with consumer loans. Performed exploratory data analysis (EDA), preprocessing of continuous and discre…☆94Updated 5 years ago
- In this repository I document my learnings from the course on Udemy - udemy.com/course/credit-risk-modeling-in-python/☆18Updated 5 years ago
- Forecasting Time-Series Data with Facebook Prophet, published by Packt☆106Updated last week
- ☆64Updated 2 years ago
- ☆98Updated 7 years ago
- A comprehensive credit risk model and scorecard using data from Lending Club☆148Updated 4 years ago
- ☆79Updated 4 years ago
- Financial Engineering and Risk Management Course, 2013☆41Updated 10 years ago
- Jupyter notebooks on time series econometrics topics.☆297Updated 2 years ago
- ☆49Updated 10 years ago
- Repository for teachings on Quant Finance☆49Updated 6 years ago
- Hello world univariate examples for a variety of time series packages.☆57Updated last year
- A Repository of Notebooks for the Python Lecture Site☆268Updated 5 years ago
- Jupyter Notebooks Collection for Learning Time Series Models☆75Updated 6 years ago
- NYU Tandon lecture slides☆32Updated 6 months ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Repository of Python for Finance Cookbook, published by Packt☆87Updated 4 years ago
- Implementation of Modern Portfolio Theory and Black Litterman Model☆19Updated 3 years ago
- Notebooks for https://python.quantecon.org☆237Updated 3 weeks ago
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated last month
- Nonlinear Nonparametric Statistics☆99Updated 3 weeks ago
- Code that I show on my YouTube Channel☆103Updated 2 years ago