An open source library for portfolio optimisation
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Updated
Feb 27, 2024 - Python
An open source library for portfolio optimisation
💹 A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities
A python framework for risk scoring
This is the official code for the paper RAP: Risk-Aware Prediction for Robust Planning: https://arxiv.org/abs/2210.01368
Public repository for earthquake scenarios from the National catalogue / Dépôt public de scénarios de tremblements de terre du catalogue national
Implementation of backward elimination algorithm used for dimensionality reduction for improving the performance of risk calculation in life insurance industry.
An open-source Python-based catastrophe data transformation - converts exposure data between OED and other data formats.
Classification of reserve risk with chain-ladder
A very light weight dependency graph for systems with massive calculation complexities or scheduling systems
Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.
Ground Risk model for UAS flight path analysis and risk-aware path finding
One factor Vasicek model in Python.
Algoritmo popolare per adattare una curva dei rendimenti a dati osservati.
Project for leadersofdigital.ru
Copula fitting in Python.
An MVP for applying Machine Learning (ML) in the credit risk modeling lifecycle.
Sistema web para el uso de modelos de riesgo de defunción y severidad hospitalaria asociada a diferentes afecciones médicas en pacientes hospitalizados.
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