ragraw26 / FreddieMac_Single_Loan_Analysis_MachineLearning
Freddie Mac Single Loan Data Analysis & Machine Learning (Regression / Classification)
☆12Updated 7 years ago
Alternatives and similar repositories for FreddieMac_Single_Loan_Analysis_MachineLearning
Users that are interested in FreddieMac_Single_Loan_Analysis_MachineLearning are comparing it to the libraries listed below
Sorting:
- ☆18Updated 3 years ago
- Stochastic volatility models☆18Updated 6 years ago
- Analysis of multifamily mortgage backed security default risk.☆30Updated 6 years ago
- Class materials of Credit Risk Management taught by prof. Ed Hayes☆12Updated 7 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆62Updated last month
- Market Empirical Analysis Toolbox for Python☆25Updated last year
- State Space Estimation of Time Series Models in Python: Statsmodels☆44Updated 8 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆28Updated 4 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 3 years ago
- Statistical inference on machine learning or general non-parametric models☆44Updated last year
- Hello world univariate examples for a variety of time series packages.☆56Updated 7 months ago
- Examples of causality maps for time series driven by GitHub actions☆15Updated last year
- Python Copula Module☆43Updated 2 years ago
- Machine Learning for Financial Market Prediction☆58Updated 6 years ago
- A Python library for generating analytic tests for credit portfolio loss distributions☆32Updated 4 months ago
- This aims to be a collection of tools for performing Bayesian parameter estimation and model selection on stochastic processes. The immed…☆11Updated 3 years ago
- Financial Engineering and Risk Management Course, 2013☆39Updated 9 years ago
- ☆16Updated 10 months ago
- Computational Financial Modeling☆30Updated 4 years ago
- Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model☆15Updated 4 years ago
- Model Calibration with Neural Networks☆47Updated 7 years ago
- Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao☆21Updated 3 years ago
- Credit-Risk Modelling Libraries☆118Updated 7 years ago
- Implementation of financial models in pricing derivatives and implementation of python object oriented programming (OOP) features: 1. Fi…☆14Updated 7 years ago
- Material for a Python for Finance workshop at the University of Melbourne in 2018☆16Updated 7 years ago
- awesome-financial-networks☆35Updated 5 years ago
- ☆39Updated 6 years ago
- R Code to accompany "A Note on Efficient Fitting of Stochastic Volatility Models"☆13Updated 2 years ago
- Implementations of the graphical lasso method to estimation of covariance matrices in finance.☆36Updated 12 years ago