OpenQuake's Engine for Seismic Hazard and Risk Analysis
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Updated
May 31, 2024 - Python
OpenQuake's Engine for Seismic Hazard and Risk Analysis
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.
Loss modelling framework.
ARCH models in Python
Web Scraping Bonds Details.
Prototypical implementation for an automated security risk assessment from the AutoS² research project.
Analyzes the security and potential risks of Ethereum tokens using the GoPlus Token Security API and Rug Pull Detection API
Tutti gli algoritmi con documentazione italiana, scritti in Python, in un unico posto.
Simple implementation of the one factor Hull-White model of short rates.
Tools for creating and working with aggregate probability distributions.
RiskBERT is a significant step forward, making it easier than ever to incorporate text fragments into various applications, such as insurance frequency and severity models, or other GLM-based models. Feel free to explore and utilize RiskBERT for your text analysis needs.
InaSAFE - QGIS plugin for estimating impact from natural disasters
Monotonic Optimal Binning algorithm is a statistical approach to transform continuous variables into optimal and monotonic categorical variables.
A tool for quantitative risk analysis of Android applications based on machine learning techniques
An Ethical Trajectory Planning Algorithm for Autonomous Vehicles
Code and data for eviction and housing analysis in the US
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.
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