sujaytalesara / Predictive-AnalyticsLinks
Building an PD, LGD and EAD Model for Financial Modeling.
☆14Updated last year
Alternatives and similar repositories for Predictive-Analytics
Users that are interested in Predictive-Analytics are comparing it to the libraries listed below
Sorting:
- Credit Risk analysis by using Python and ML☆164Updated 7 years ago
- ☆13Updated 4 years ago
- Credit Risk Modeling to Compute Expected Loss of Loans (logistic regression, linear regression)☆27Updated last year
- Modeled the credit risk associated with consumer loans. Performed exploratory data analysis (EDA), preprocessing of continuous and discre…☆90Updated 5 years ago
- A comprehensive credit risk model and scorecard using data from Lending Club☆142Updated 4 years ago
- Credit-Risk Modelling Libraries☆122Updated 7 years ago
- [Project repo] Improving business with a credit risk model☆21Updated 4 years ago
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆46Updated 4 years ago
- The Internal Ratings-Based Approach☆9Updated 4 years ago
- A study and comparison of Risk Modeling algorithms (Capstone Project)☆35Updated 7 years ago
- ☆16Updated 8 years ago
- Time Series Decomposition techniques and random forest algorithm on sales data☆62Updated 3 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆29Updated 5 years ago
- In this repository I document my learnings from the course on Udemy - udemy.com/course/credit-risk-modeling-in-python/☆18Updated 5 years 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
- Jupyter Notebooks Collection for Learning Time Series Models☆73Updated 5 years ago
- applications for risk management through computational portfolio construction methods☆43Updated 4 years ago
- The full scope of IFRS 9 Impairment models including PD, LGD and EAD are provided. It also covers ECL, which is the combination of those …☆96Updated 3 months ago
- Repository for teachings on Quant Finance☆50Updated 5 years ago
- This notebook provides some skills to perform financial analysis on economical data.☆24Updated 3 years ago
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆19Updated 3 years ago
- Various stress testing/risk modeling techniques in a jupyter notebook, in Python 3.4.☆24Updated 5 years ago
- Set of Jupyter (iPython) notebooks (and few pdf-presentations) about things that I am interested on, like Computer Science, Statistics an…☆96Updated 4 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆43Updated 5 years ago
- Short Course - Applied Machine Learning for Risk Management☆248Updated 7 years ago
- Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…☆22Updated 4 years ago
- Using Python and Tushare financial database☆28Updated last year
- A stock price prediction model based on ARMA and GARCH☆23Updated last year
- This project would demonstrate the following capabilities: 1. Extraction Loading and Transformation of S&P 500 data and company fundament…☆13Updated 3 years ago
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆30Updated 6 years ago