Here are
67 public repositories
matching this topic...
Risk-First Software Development
An open source library for portfolio optimisation
Updated
Jun 29, 2021
Python
Extensive and accessible COVID-19 data + forecasting for counties and hospitals. 📈
Updated
Jun 22, 2021
Jupyter Notebook
Demonstrating the benefits of using Bayesian Inference and PYMC3 for estimating the parameters of stochastic processes commonly used in quantitative finance.
Updated
Feb 18, 2019
Jupyter Notebook
Python code examples to support the Python for Actuaries webinars sponsored by ACTEX Learning
Updated
Jul 14, 2020
Jupyter Notebook
A very light weight dependency graph for systems with massive calculation complexities or scheduling systems
Updated
Jun 28, 2021
Python
A curated threat modeling library collection
Extended Mathematical Programming in Julia
Updated
Dec 24, 2020
Julia
💹 A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities
Updated
Apr 16, 2018
Python
Classes for analysing and implementing equity portfolios in R.
creditmodel, 模型，评分卡，scorecard, vintage, automatic modeling
Updated
Aug 18, 2019
HTML
ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.
Mitre Framework Based Quantitative Risk Simulation
Updated
Sep 21, 2020
Jupyter Notebook
Implementation of backward elimination algorithm used for dimensionality reduction for improving the performance of risk calculation in life insurance industry.
Updated
Jul 25, 2018
Python
A1 Revenue Assurance Risk Coverage model
Updated
Apr 20, 2020
JavaScript
Classification of reserve risk with chain-ladder
Updated
Aug 31, 2019
Python
Using various machine learning models to predict whether a company will go bankrupt
Updated
Feb 12, 2020
Jupyter Notebook
Building an PD, LGD and EAD Model for Financial Modeling.
Updated
Apr 25, 2021
Jupyter Notebook
Web Application to Support Disaster Resilience / Application web pour soutenir la résilience aux catastrophes
R code examples for IFoA's CS2 - risk modelling and survival analysis
Updated
Oct 4, 2020
Shell
Variable selection for heterogeneous populations using the vennLasso penalty
BD2K Workshop for exploring predictive variables in Cardiovascular Risk
Updated
Aug 14, 2019
HTML
Replication and extension of paper on Conditional Value at Risk (CoVaR) by Adrian and Brunnermeier.
Updated
Nov 14, 2020
Jupyter Notebook
Mapping of bow-tie analysis in Open-PSA MEF format to Bayesian network. Implementation of the algorithm presented by Khakzad et al, 2013.
Updated
Jul 16, 2020
Jupyter Notebook
Threat Modelling Assets (STRIDE, DREAD, etc. cheat sheets)
Code used to produce the figures of the academic paper "Risk Sensitivity and Theory of Mind in Human Coordination".
Updated
Oct 21, 2020
Jupyter Notebook
Improve this page
Add a description, image, and links to the
risk-modelling
topic page so that developers can more easily learn about it.
Curate this topic
Add this topic to your repo
To associate your repository with the
risk-modelling
topic, visit your repo's landing page and select "manage topics."
Learn more
You can’t perform that action at this time.
You signed in with another tab or window. Reload to refresh your session.
You signed out in another tab or window. Reload to refresh your session.