Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao
☆21May 9, 2022Updated 3 years ago
Alternatives and similar repositories for DeepLearningCreditRiskModeling
Users that are interested in DeepLearningCreditRiskModeling are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Survey of neural network methods for derivatives pricing and risks☆14Jul 5, 2022Updated 3 years ago
- Implementation of "A deep solver for BSDEs with jumps"☆17Nov 14, 2024Updated last year
- A repository for portfolio allocation based on embedding data representation☆12Jan 27, 2025Updated last year
- Agnostic Mean estimation code for the paper "Agnostic Estimation of Mean and Covariance"☆14Jul 4, 2023Updated 2 years ago
- Discover how to leverage MATLAB for quantitative finance modeling☆40Sep 4, 2025Updated 7 months ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Deep BSDE solver in Pytorch☆14Nov 12, 2024Updated last year
- Implementation of Modern Portfolio Theory and Black Litterman Model☆20Aug 2, 2022Updated 3 years ago
- The Valuation of Convertible Bonds with Credit Risk (for Honours in Advanced Mathematics of Finance research project, at the University o…☆11Nov 23, 2012Updated 13 years ago
- ☆25Sep 19, 2021Updated 4 years ago
- Code for Unsupervised Multi-Target Domain Adaptation: An Information Theoretic Approach☆14Jul 19, 2020Updated 5 years ago
- ☆13Aug 10, 2023Updated 2 years ago
- Forecasting at Scale☆13Jan 22, 2024Updated 2 years ago
- Numerical Methods in Finance☆19Jun 8, 2018Updated 7 years ago
- Quantitative finance research tools in Python☆12Mar 8, 2019Updated 7 years ago
- 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.
- ☆13May 27, 2023Updated 2 years ago
- ☆26Updated this week
- Calibrates microprice model to BitMEX quote data☆65Jul 1, 2021Updated 4 years ago
- course on the basics of scientific computing for economists☆25Nov 14, 2022Updated 3 years ago
- [Quantitative Finance 2019] Sovereign Risk Zones in Europe During and After the Debt Crisis☆12May 12, 2020Updated 5 years ago
- Official Github Repository for "Spectral-Risk Safe Reinforcement Learning with Convergence Guarantees". (NeurIPS 2024)☆11Nov 30, 2025Updated 5 months ago
- A scenario reduction tool modeling the random data processes realized in Python.☆16Jun 12, 2020Updated 5 years ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆141Mar 16, 2026Updated last month
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆122Mar 22, 2026Updated last month
- 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.
- Second version of talk demonstrating how to massively optimise data processing and numerical computation in Python☆22Dec 14, 2019Updated 6 years ago
- Testing Code abount quantitative finance algorithms☆11Aug 14, 2025Updated 8 months ago
- ☆13Mar 17, 2021Updated 5 years ago
- A collection of Python notebooks demonstrating the integration of AI with financial strategies.☆19Jul 23, 2025Updated 9 months ago
- Compile Markdown files to beautiful PDF documents by pandoc and tectonic.☆10Apr 20, 2026Updated last week
- ☆14Nov 9, 2013Updated 12 years ago
- A humble repository for academic quant strategies☆18May 1, 2025Updated last year
- The Smooth Forward Price Curve builder you never thought you needed☆27Mar 25, 2019Updated 7 years ago
- This Repo Contains Codes for Machine Learning Models in Python, JAVA and C++☆21Jul 21, 2021Updated 4 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- The simplest cluster computing solution for the cloud, supports Python, R, Julia, Java, NetLogo, bash and everything else☆41Oct 27, 2019Updated 6 years ago
- Generalized Method of Moments estimation☆14Mar 23, 2025Updated last year
- tests for cohort-level heterogeneity in panel regression☆11Mar 12, 2025Updated last year
- Repository attached to the paper with the same name.☆21Jun 15, 2021Updated 4 years ago
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 3 years ago
- ☆17Feb 19, 2023Updated 3 years ago
- Based on paper Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning☆13Dec 24, 2022Updated 3 years ago