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
☆25Updated 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 months ago
- A python framework for risk scoring☆49Updated last year
- A Python library for generating analytic tests for credit portfolio loss distributions☆33Updated last year
- source code☆43Updated 5 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆34Updated 4 years ago
- sktime - python toolbox for time series: pipelines and transformers☆25Updated 3 years ago
- Statistical analysis and visualization of state transition phenomena☆86Updated last year
- An open-source Python framework for actuarial cash flow models☆51Updated 5 months ago
- Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.☆37Updated 4 years ago
- Credit-Risk Modelling Libraries☆131Updated 8 years ago
- A Credit Risk Scoring Modeling and Validation Package☆67Updated 6 years ago
- Python Econometrics toolbox, requires NumPy☆28Updated 13 years ago
- ☆17Updated 4 years ago
- awesome-financial-networks☆39Updated 6 years ago
- Python package to solve actuarial life-contingent risks☆18Updated 2 years ago
- R Shiny app to compare the relative performance of cryptos and equities.☆111Updated 5 years ago
- A framework for estimating Basel IV capital requirements.☆25Updated 6 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Updated 7 months ago
- Cookiecutter template for testing Python scikit-learn classifiers.☆36Updated 2 years ago
- Development space for PhD in Finance☆34Updated 5 years ago
- Hello world univariate examples for a variety of time series packages.☆57Updated last year
- Demonstrating technical elements in support of open source securitisation frameworks☆14Updated last year
- Nonlinear Nonparametric Statistics☆101Updated last week
- Design of Risk Parity Portfolios☆119Updated 3 years ago
- Practical financial data science examples applying statistics, time series analysis, graph analytics, backtesting, machine learning, natu…☆55Updated 10 months ago
- Use Python like a spreadsheet!☆120Updated 2 weeks ago
- Demonstrations of how to use material in the Econ-ARK☆38Updated this week
- Python client to read IMF World Economic Outlook (WEO) dataset as pandas dataframe.☆37Updated last year
- Collection of projects oriented around the computational finance domain.☆28Updated 7 years ago
- Python codes and Jupyter Notebooks for the Dow Jones DNA NLP applied research paper.☆16Updated 7 years ago