open-risk / correlationMatrix
correlationMatrix is a Python powered library for the statistical analysis and visualization of correlations
☆14Updated 3 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 6 months ago
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆22Updated 6 years ago
- Time series and Financial analysis in python☆15Updated 5 years ago
- The major goal of this project is to predict financial re- cession given the frequencies of the top 500 word stems in the reports of fina…☆15Updated 9 years ago
- A Python library for generating analytic tests for credit portfolio loss distributions☆32Updated 3 months ago
- Optimization methods☆30Updated 10 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
- The Thalesians' LaTeX library☆11Updated last year
- openLGD is a Python powered library for the statistical estimation of Credit Risk Loss Given Default models. It can be used both as stan…☆22Updated 5 months ago
- Detecting critical transitions in financial networks with topological data analysis.☆17Updated 6 years ago
- An Excel integration of OpenGamma Strata.☆13Updated 3 years ago
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- Material from presentations☆13Updated 3 years ago
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆20Updated last year
- A library to handle time series in NumPy/SciPy☆16Updated 14 years ago
- A public available dataset for using market sentiment for financial asset allocation.☆23Updated 6 years ago
- Model explanation provides the ability to interpret the effect of the predictors on the composition of an individual score.☆13Updated 4 years ago
- A python framework for risk scoring☆41Updated 5 months ago
- (Work In Progress) Implementation of "Financial Time Series Prediction Using Deep Learning"☆15Updated 7 years ago
- Deep learning for time-varying multi-entity datasets☆17Updated 6 years ago
- Libraries for Scientific Computing☆10Updated 6 years ago
- Universal 1d/2d data containers with Transformers functionality for data analysis.☆26Updated 2 years ago
- Symbolic computation using SymPy and various applications☆20Updated 6 years ago
- A MATLAB Realisation of Regime Switching Asset Allocation Strategy☆8Updated 7 years ago
- Random Forest-based "Correlation" measures☆15Updated 2 years ago
- ICDSS Machine Learning Workshop Series: Machine Learning APIs☆9Updated 7 years ago
- DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, a…☆10Updated 6 years ago
- Structural Time Series on US electricity demand data☆22Updated 4 years ago
- ☆13Updated 5 years ago
- Compute set of important operations for HCTSA code☆26Updated 4 years ago