ARCH models in Python

OpenQuake's Engine for Seismic Hazard and Risk Analysis

InaSAFE - QGIS plugin for estimating impact from natural disasters

An Ethical Trajectory Planning Algorithm for Autonomous Vehicles

A tool for quantitative risk analysis of Android applications based on machine learning techniques

Loss modelling framework.

Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)

Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.

A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.

Code and data for eviction and housing analysis in the US

"Very simple but works well" Computer Vision based ID verification solution provided by LibraX.

Tools for creating and working with aggregate probability distributions.

Thesis project about Unsupervised anomaly detection on the streaming time-series data of porfolio risk measures and returns.

PutPremiumProcessor is a Python option screener with a custom formula to score options based on their risk to reward. I created this to find puts that pay good premium for the risk.

BlackRock Hackathon Award: STRAT brings professional risk management from BlackRock to individual investors looking to diversify & learn.

Monotonic Optimal Binning algorithm is a statistical approach to transform continuous variables into optimal and monotonic categorical variables.

TriFlow: Triaging Android Applications using Speculative Information Flows

Model explanation provides the ability to interpret the effect of the predictors on the composition of an individual score.

Avg Rotation Dash is a dashboard showing statistics of "rotations" for different financial instruments. It downloads free tick data from Dukascopy, measures rotations, then writes results to Google Sheets.

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