open-risk / correlationMatrix
correlationMatrix is a Python powered library for the statistical analysis and visualization of correlations
☆14Updated 2 months ago
Alternatives and similar repositories for correlationMatrix:
Users that are interested in correlationMatrix are comparing it to the libraries listed below
- Demonstrating technical elements in support of open source securitisation frameworks☆13Updated 5 months ago
- Time series and Financial analysis in python☆15Updated 5 years ago
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆22Updated 5 years ago
- Universal 1d/2d data containers with Transformers functionality for data analysis.☆26Updated 2 years ago
- Compute set of important operations for HCTSA code☆26Updated 4 years ago
- Detecting critical transitions in financial networks with topological data analysis.☆17Updated 5 years ago
- Finite-Interval Forecasting Engine: Machine learning models for discrete-time survival analysis and multivariate time series forecasting☆23Updated 11 months ago
- ☆10Updated 5 years ago
- A framework for detecting misreported returns in hedge funds.☆16Updated 5 years ago
- ☆10Updated 5 years ago
- Using kmeans clustering, hierarchical clustering, and dynamic time warp to find natural groups in mutual funds and broker dealer offices☆11Updated 6 years ago
- ☆17Updated 4 years ago
- The Thalesians' LaTeX library☆11Updated last year
- Model explanation provides the ability to interpret the effect of the predictors on the composition of an individual score.☆13Updated 4 years ago
- Symbolic computation using SymPy and various applications☆20Updated 6 years ago
- Finance 6470: Derivatives Markets☆11Updated 3 years ago
- Contains Python code for downloading socio-economic data from Quandl and using it to forecast real-GDP growth rates in countries.☆14Updated 9 years ago
- ☆18Updated 4 years ago
- Files for Python Talk☆24Updated 8 years ago
- Random Forest-based "Correlation" measures☆15Updated 2 years ago
- 📦 Python library providing Two-Piece distributions functionality. It covers the subfamilies: TP Scale, TP Shape, and Double TP.☆12Updated 9 months ago
- Contagion effect in a financial network of banking institutions☆10Updated 7 years ago
- Code accompanying the paper 'Manifold MCMC methods for Bayesian inference in a wide class of diffusion models'☆10Updated last year
- A python framework for risk scoring☆35Updated 4 months ago
- Modelling Maximum Drawdown with Python☆10Updated 4 years ago
- An Excel integration of OpenGamma Strata.☆13Updated 3 years ago
- A Python library for generating analytic tests for credit portfolio loss distributions☆33Updated 2 months ago
- ☆14Updated 5 years ago
- ☆9Updated 3 years ago
- ☆9Updated 8 years ago