open-risk / openSecuritisation
Demonstrating technical elements in support of open source securitisation frameworks
☆13Updated 6 months ago
Alternatives and similar repositories for openSecuritisation:
Users that are interested in openSecuritisation are comparing it to the libraries listed below
- correlationMatrix is a Python powered library for the statistical analysis and visualization of correlations☆14Updated 3 months ago
- A Python library for generating analytic tests for credit portfolio loss distributions☆32Updated 3 months ago
- A python framework for risk scoring☆41Updated 5 months 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
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆22Updated 6 years ago
- Time series and Financial analysis in python☆15Updated 6 years ago
- The Thalesians' LaTeX library☆11Updated last year
- Using NLP to find and extract specific information from long, unstructured documents☆14Updated 6 years ago
- ☆9Updated 8 years ago
- Using kmeans clustering, hierarchical clustering, and dynamic time warp to find natural groups in mutual funds and broker dealer offices☆12Updated 6 years ago
- ☆10Updated 2 years ago
- 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
- Simple wrapper and a command-line tool for Bloomberg's OpenFIGI API.☆28Updated 3 years ago
- Assisting utility functions for calculation of Private Equity Public Market Equivalent (PME) measures using Python. Natively compatible w…☆12Updated 6 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- Executable form of the MiFID II RTS (Regulatory Technical Standard) documents.☆16Updated 6 years ago
- Stock database schema based on pony.orm with an update, sync, and create features.☆17Updated 2 months ago
- ☆30Updated 4 years ago
- Python codes and Jupyter Notebooks for the Dow Jones DNA NLP applied research paper.☆16Updated 6 years ago
- An easy to use Python interface to optionshouse (trademonster) proprietary XML based API.☆9Updated 7 years ago
- awesome-financial-networks☆34Updated 5 years ago
- IPython Notebook Servers in Docker Containers☆27Updated 9 years ago
- ☆22Updated 9 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- ☆18Updated this week
- Portfolio optimization package in Python.☆16Updated 5 years ago
- Sample trading strategies using price data and conventional indicators☆16Updated 8 years ago
- ☆15Updated 7 years ago
- Finance 6470: Derivatives Markets☆11Updated 3 years ago
- ☆14Updated 5 years ago