mraisin / FitchCreditRatingsLinks
E-107 Project
☆11Updated 9 years ago
Alternatives and similar repositories for FitchCreditRatings
Users that are interested in FitchCreditRatings are comparing it to the libraries listed below
Sorting:
- Short Course - Applied Machine Learning for Risk Management☆251Updated 7 years ago
- ☆60Updated 6 years ago
- Repo for small projects that fit inside a Jupyter Notebook. Inside: word2vec news analysis and regression, tutorial on working with surve…☆14Updated 6 years ago
- Credit Risk analysis by using Python and ML☆167Updated 7 years ago
- Sentiment Analysis by Machine Learning, LSTM and BERT☆68Updated 2 years ago
- This Model is created to describe the credit risk of a listed company☆25Updated 8 years ago
- Class materials of Credit Risk Management taught by prof. Ed Hayes☆14Updated 7 years ago
- Python Nowcasting☆131Updated 4 years ago
- ☆16Updated 8 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆122Updated 5 years ago
- Analyze central bank announcements☆72Updated 2 years ago
- Using three approaches to calculate Value at Risk and Conditional Value at Risk of a portfolio of assets.☆14Updated 5 years ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆41Updated 7 years ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆25Updated 4 years ago
- Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation☆24Updated 7 years ago
- Credit-Risk Modelling Libraries☆126Updated 7 years ago
- NLP-10 k report Sentiment Analysis☆41Updated 6 years ago
- A Survey of Multi-Factor Models☆40Updated 10 years ago
- Composite Indicators Framework for Business Cycle Analysis☆63Updated 3 years ago
- Practical applications towards risk-centric portfolio management☆46Updated 9 years ago
- It is a project that conducts a study on predicting the cross section of Chinese stock market returns with a large panel of 75 individual…☆33Updated 4 years ago
- Python version of Mixed Data Sampling (MIDAS) regression (allow for multivariate MIDAS)☆67Updated 3 years ago
- This git repository is based on the work of J.Heaton, N.Polson and J.Witte and their articleDeep Learning for Finance: Deep Portfolios. …☆47Updated 7 years ago
- This is a program for strategic asset allocation research for negative investment FOF.☆14Updated 5 years ago
- Calculate technical indicators from historical stock data Create features and targets out of the historical stock data. Prepare features …☆33Updated 6 years ago
- Empirical Data and Some Simulation Codes☆105Updated 6 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆35Updated 7 years ago
- Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…☆22Updated 5 years ago
- Barra-Multiple-factor-risk-model☆145Updated 8 years ago
- A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python☆31Updated 4 years ago