open-risk / openRiskScore
A python framework for risk scoring
☆35Updated 4 months ago
Alternatives and similar repositories for openRiskScore:
Users that are interested in openRiskScore are comparing it to the libraries listed below
- openLGD is a Python powered library for the statistical estimation of Credit Risk Loss Given Default models. It can be used both as stan…☆21Updated 4 months ago
- A Python library for generating analytic tests for credit portfolio loss distributions☆33Updated last month
- Demonstrating technical elements in support of open source securitisation frameworks☆13Updated 5 months ago
- Using NLP to find and extract specific information from long, unstructured documents☆14Updated 6 years ago
- Modelling Maximum Drawdown with Python☆10Updated 4 years ago
- Corporate Credit Rating Prediction with AWS SageMaker JumpStart☆21Updated last year
- sktime - python toolbox for time series: pipelines and transformers☆25Updated 2 years ago
- Stochastic volatility models☆18Updated 6 years ago
- An Excel integration of OpenGamma Strata.☆13Updated 3 years ago
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆21Updated 5 years ago
- HSE Course in Risk-Management☆13Updated 6 years ago
- Fast implementations of common forecasting routines☆35Updated this week
- This project introduces Causal AI and how it can drive business value.☆43Updated 5 months ago
- Hello world univariate examples for a variety of time series packages.☆56Updated 4 months ago
- The Monte Carlo valuation app is a Streamlit web application leveraging a probabilistic approach to company valuation.☆22Updated last month
- Fast Risks with QuantLib in Python☆14Updated 7 months ago
- Fair ML in credit scoring: Assessment, implementation and profit implications☆33Updated 2 years ago
- TSForecasting: Automated Time Series Forecasting Framework☆28Updated 3 months ago
- ☆13Updated 5 years ago
- ☆17Updated this week
- Monotonic Optimal Binning algorithm is a statistical approach to transform continuous variables into optimal and monotonic categorical va…☆15Updated last year
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 3 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
- ☆9Updated 8 years ago
- Portfolio Management for Everyone☆18Updated last year
- Structural Time Series on US electricity demand data☆22Updated 4 years ago
- Official repository for the book Time Series Forecasting with Foundation Models☆13Updated 2 weeks ago
- Recency, Frequency, and Monetary are three behavioral attributes and are quite simple, in that they can be easily computed for any databa…☆15Updated last year
- Material for PyData NYC Tutorial on Large Scale Timeseries Forecasting☆26Updated 2 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 3 months ago