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 2 weeks ago
- A python framework for risk scoring☆48Updated last year
- A Python library for generating analytic tests for credit portfolio loss distributions☆33Updated 10 months ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 4 years ago
- source code☆43Updated 4 years ago
- Python package to solve actuarial life-contingent risks☆15Updated last year
- ☆17Updated 4 years ago
- Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.☆36Updated 4 years ago
- An open-source Python framework for actuarial cash flow models☆50Updated last month
- Statistical analysis and visualization of state transition phenomena☆86Updated 10 months ago
- Use Python like a spreadsheet!☆109Updated this week
- Python codes and Jupyter Notebooks for the Dow Jones DNA NLP applied research paper.☆16Updated 6 years ago
- Tools for investing in Python☆46Updated 3 years ago
- awesome-financial-networks☆37Updated 6 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- An Excel integration of OpenGamma Strata.☆13Updated 4 years ago
- Credit-Risk Modelling Libraries☆124Updated 7 years ago
- Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.☆21Updated 11 years ago
- Python Econometrics toolbox, requires NumPy☆28Updated 13 years ago
- Design of Risk Parity Portfolios☆116Updated 2 years ago
- Financial investment modeling and advanced engineering economics using Python☆88Updated 2 years ago
- sktime - python toolbox for time series: pipelines and transformers☆24Updated 2 years ago
- 📦 Python library to create Fan Charts as introduced by the Bank of England in 1996☆18Updated last year
- All Python algorithms published by Open Source Modelling in one place.☆43Updated 5 months ago
- Simple portfolio analysis and management.☆29Updated 3 years ago
- Practical financial data science examples applying statistics, time series analysis, graph analytics, backtesting, machine learning, natu…☆50Updated 6 months ago
- Equinox is an open source platform that supports the holistic risk management of sustainable finance projects☆43Updated 2 weeks ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆27Updated 3 months ago
- Material for PyData NYC Tutorial on Large Scale Timeseries Forecasting☆27Updated 2 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 11 months ago