open-risk / openLGDLinks
openLGD is a Python powered library for the statistical estimation of Credit Risk Loss Given Default models. It can be used both as standalone library and in a federated learning context where data remain in distinct (separate) servers
☆24Updated last year
Alternatives and similar repositories for openLGD
Users that are interested in openLGD are comparing it to the libraries listed below
Sorting:
- A mirror of the Open Risk white paper collection☆10Updated last month
- A python framework for risk scoring☆49Updated last year
- A Python library for generating analytic tests for credit portfolio loss distributions☆33Updated 11 months ago
- Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.☆36Updated 4 years ago
- A collection of basic financial models and helper scripts implemented in Python (using PuLP and Pyomo modeling languages) and AMPL.☆26Updated 9 years ago
- An open-source Python framework for actuarial cash flow models☆50Updated 3 months ago
- Pre-processes lending club loan data and concatenates into one large file.☆41Updated 6 years ago
- source code☆43Updated 4 years ago
- Use Python like a spreadsheet!☆113Updated this week
- sktime - python toolbox for time series: pipelines and transformers☆25Updated 3 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 4 years ago
- Python Econometrics toolbox, requires NumPy☆28Updated 13 years ago
- strand: A framework for investment strategy simulation☆24Updated last month
- Python client to read IMF World Economic Outlook (WEO) dataset as pandas dataframe.☆36Updated last year
- A Credit Risk Scoring Modeling and Validation Package☆67Updated 6 years ago
- ☆17Updated 4 years ago
- Credit-Risk Modelling Libraries☆130Updated 7 years ago
- awesome-financial-networks☆37Updated 6 years ago
- MSGARCH R Package☆82Updated 3 years ago
- Introduction to Econometrics at the University of Oregon (EC421) during Spring quarter, 2020. Taught by Ed Rubin☆14Updated 3 years ago
- Matthew Kolakowski Learning Journey with Articles on Time Series Analysis, Machine Learning, Python Programming, and Systems Engineering.☆29Updated 2 months ago
- Example Jupyter Notebooks showing how to use Mercury framework☆16Updated 2 years ago
- All Python algorithms published by Open Source Modelling in one place.☆44Updated 7 months ago
- Material for PyData NYC Tutorial on Large Scale Timeseries Forecasting☆27Updated 2 years ago
- Python codes and Jupyter Notebooks for the Dow Jones DNA NLP applied research paper.☆16Updated 6 years ago
- A framework for estimating Basel IV capital requirements.☆24Updated 6 years ago
- An Excel integration of OpenGamma Strata.☆13Updated 4 years ago
- Demonstrations of how to use material in the Econ-ARK☆37Updated last week
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆22Updated 6 years ago
- The repo for Mastering Modern Time Series Forecasting : The Complete Guide to Statistical, Machine Learning & Deep Learning Models in Pyt…☆59Updated 4 months ago