Forecasted the Expected Credit Loss, over the lifetime of the mortgage. Built Loan-level PD Model using Markov Chain Transition Matrix and logistic regression with six transition states and validated them using backtesting.
☆13Sep 15, 2019Updated 6 years ago
Alternatives and similar repositories for CECL-Modelling-Implementation
Users that are interested in CECL-Modelling-Implementation are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This is the official repository for the ICLR 2025 Conference Paper - Fast and Slow Streams for Online Time Series Forecasting without Inf…☆17Apr 30, 2025Updated last year
- This repository contains Python code for analyzing and processing the Case Western Reserve University Bearing Dataset. The code includes …☆16Jul 17, 2024Updated last year
- Multipurpose Cooperative Loan System☆16Feb 15, 2022Updated 4 years ago
- ☆10Dec 29, 2016Updated 9 years ago
- ☆13Nov 27, 2018Updated 7 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Module for "Creating HTML Reports in PowerShell"☆21Jun 1, 2020Updated 5 years ago
- A collection of functions for use in Excel Power Query by Tycho Grouwstra☆14Jun 2, 2020Updated 5 years ago
- 🔹 Build interactive Windows GUI apps using only PowerShell. Create admin tools, automation panels, and user interfaces without writing …☆31Mar 12, 2025Updated last year
- The aim is to understand which are the key factors for a certain level of credit risk to occur. In addition, some ML models capable to pr…☆33May 24, 2025Updated 11 months ago
- Dictionary object that extends the Scripting.Dictionary☆21May 25, 2025Updated 11 months ago
- Powershell ls that mimics the look of Unix-like ls☆18Nov 22, 2020Updated 5 years ago
- [CIKM 2023] MemDA: Forecasting Urban Time Series with Memory-based Drift Adaptation☆25Nov 25, 2023Updated 2 years ago
- Robo Advisor with Black-Litterman☆42Apr 15, 2021Updated 5 years ago
- A small pdf merging tool built upon PDFsharp.☆16Feb 3, 2019Updated 7 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- A grammar built using ANTLR for Visual Basic for Applications (VBA)☆23Aug 31, 2015Updated 10 years ago
- 🪷 Hyper-V Toolbox: Streamlining Virtual Machine Management. Providing users with a more efficient and user-friendly tool for virtual mac…☆27Mar 16, 2025Updated last year
- some examples for time series classification using keras: #1D_CNN #LSTM #Dense #Ensembles☆28Mar 4, 2020Updated 6 years ago
- A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…☆84Jul 4, 2024Updated last year
- ☆44Feb 28, 2021Updated 5 years ago
- A .NET library for processing PDF☆36Apr 8, 2018Updated 8 years ago
- 使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收…☆154May 17, 2020Updated 5 years ago
- A repository of various modules and classes for interacting with Excel and doing other... things.☆60Feb 22, 2025Updated last year
- ☆177Jul 8, 2024Updated last year
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- This is an official PyTorch implementation of the NeurIPS 2023 paper 《OneNet: Enhancing Time Series Forecasting Models under Concept Drif…☆127Nov 27, 2024Updated last year
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"☆135Feb 26, 2024Updated 2 years ago
- GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hed…☆304Sep 10, 2021Updated 4 years ago
- Recurrent GAN for imputation of time series data. Implemented in TensorFlow 2 on Wikipedia Web Traffic Forecast dataset from Kaggle.☆174Oct 29, 2022Updated 3 years ago
- Modules that extend the functionality of Power BI/Power Query☆139Aug 13, 2018Updated 7 years ago
- A series of Visual Basic Applications (VBA) methods I wrote, mostly for Excel, to increase the speed and accuracy in working with data, c…☆195Oct 26, 2021Updated 4 years ago
- Run M Language (Power Query Formula Language) from anywhere.☆218Nov 3, 2022Updated 3 years ago
- Bayesian statistics graduate course☆362Nov 1, 2025Updated 6 months ago
- Official implementation for "TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables" (NeurIPS 2024)☆473Nov 27, 2024Updated last year
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- A whitespace reformatter and code cleaner for Windows PowerShell and PowerShell Core☆360Feb 11, 2020Updated 6 years ago
- Implementation of different ML Algorithms from scratch, written in Python 3.x☆411Feb 1, 2024Updated 2 years ago
- Project analyzes Amazon Stock data using Python. Feature Extraction is performed and ARIMA and Fourier series models are made. LSTM is us…☆451Aug 14, 2020Updated 5 years ago
- A unified multi-task time series model.☆627Sep 26, 2024Updated last year
- RelaxTools Addin for Microsoft Excel 2010/2013/2016☆363Jul 29, 2022Updated 3 years ago
- A PowerShell Module to help scripters write, version, sign, package, and publish.☆508Apr 17, 2026Updated 2 weeks ago
- Companion webpage for the book "Bayesian Optimization" by Roman Garnett☆936May 15, 2024Updated last year