A Python library for generating analytic tests for credit portfolio loss distributions
☆33Dec 17, 2024Updated last year
Alternatives and similar repositories for portfolioAnalytics
Users that are interested in portfolioAnalytics are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- openLGD is a Python powered library for the statistical estimation of Credit Risk Loss Given Default models. It can be used both as stan…☆25May 23, 2026Updated 3 weeks ago
- A mirror of the Open Risk white paper collection☆10Nov 11, 2025Updated 7 months ago
- Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.☆21Nov 10, 2013Updated 12 years ago
- A python library for the computation of various concentration, inequality and diversity indices☆44May 20, 2026Updated 3 weeks ago
- An API for interconnected risk models and risk data☆12Oct 22, 2024Updated last year
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Demonstrating technical elements in support of open source securitisation frameworks☆15Sep 5, 2024Updated last year
- Statistical analysis and visualization of state transition phenomena☆85Feb 27, 2026Updated 3 months ago
- correlationMatrix is a Python powered library for the statistical analysis and visualization of correlations☆14Dec 17, 2024Updated last year
- Credit Risk - IRB Model Validation - BASEL Requirement☆10Jul 26, 2015Updated 10 years ago
- Equinox is an open source platform that supports the holistic risk management of sustainable finance projects☆50Jun 3, 2026Updated last week
- WARNING: This repository is no longer maintained This repository will not be updated. The repository will be kept available in read-only…☆11May 26, 2019Updated 7 years ago
- Python library for risk management in finance☆24Jul 9, 2022Updated 3 years ago
- openNPL is an open source platform for the management of loan performance data☆34Jun 7, 2026Updated last week
- DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, a…☆10Sep 26, 2018Updated 7 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Fixed income valuation with term structure models and Monte Carlo simulations: Pricing straight, floating and callable bonds, swaps, swap…☆11Mar 31, 2023Updated 3 years ago
- ☆12Mar 28, 2023Updated 3 years ago
- Python class for handling supply and use tables☆15Aug 19, 2021Updated 4 years ago
- A python framework for risk scoring☆49Oct 14, 2024Updated last year
- Implied volatility surface visualiser. Supports equities and crypto options data providers and models.☆13Nov 25, 2025Updated 6 months ago
- Credit-Risk Modelling Libraries☆136Feb 5, 2018Updated 8 years ago
- Quantitative strategies portfolio index [DEPRECATED].☆16Jul 16, 2018Updated 7 years ago
- A python package to model Circular Economy policy and technological interventions in Environmentally Extended Input-Output Analysis start…☆24Dec 8, 2022Updated 3 years ago
- Using Particle Markov Chain Monte Carlo☆35Mar 30, 2020Updated 6 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Tools for managing an investment portfolio in a GnuCash book☆17Apr 13, 2019Updated 7 years ago
- Accompanying code to my master thesis: "Neural Network assisted Option Pricing under Rough Volatility: An Empirical Validation".☆12Apr 14, 2022Updated 4 years ago
- Vector Autoregression augmented with deep learning.☆17Jan 17, 2024Updated 2 years ago
- A python library for generating macro-economic scenarios☆11Dec 17, 2024Updated last year
- Various stress testing/risk modeling techniques in a jupyter notebook, in Python 3.4.☆24Sep 12, 2019Updated 6 years ago
- ☆66Sep 6, 2024Updated last year
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- Order Book visualisation (sockets/Binance)☆22Apr 16, 2024Updated 2 years ago
- Codes given in "Derivative Analytics with Python - Yves Hilpisch" Book☆18May 18, 2017Updated 9 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- ☆15Feb 11, 2019Updated 7 years ago
- A collection of Jupyter Notebook Python files for collecting stock market data in an AWS RDS database.☆26Jan 20, 2022Updated 4 years ago
- Python client to read IMF World Economic Outlook (WEO) dataset as pandas dataframe.☆41Jul 9, 2024Updated last year
- Text based Named Entity Recognition data pipeline to annotate, and geo locate disaster related data points.☆12Jul 15, 2023Updated 2 years ago
- Contains Python code for downloading socio-economic data from Quandl and using it to forecast real-GDP growth rates in countries.☆15Apr 30, 2015Updated 11 years ago
- Simple helpdesk solution for Django☆16Sep 8, 2019Updated 6 years ago
- Weight of Evidence，基于iv值最大思想求最优分箱☆15Oct 24, 2019Updated 6 years ago