GitHub topics: risk-modelling

Repositories

trias-project/risk-modelling-and-mapping

🌍 Alien species risk modelling and mapping

Language: R - Size: 339 MB - Last synced at: 10 days ago - Pushed at: 11 days ago - Stars: 9 - Forks: 1

kmbuki/risk-assessment-model

Project Risk Assessment Model

Language: Python - Size: 22.5 KB - Last synced at: 6 days ago - Pushed at: 14 days ago - Stars: 0 - Forks: 0

TRI-ML/RAP

This is the official code for the paper RAP: Risk-Aware Prediction for Robust Planning: https://arxiv.org/abs/2210.01368

Language: Python - Size: 234 KB - Last synced at: 12 days ago - Pushed at: 6 months ago - Stars: 44 - Forks: 7

aliaksei135/seedpod_ground_risk

Ground Risk model for UAS flight path analysis and risk-aware path finding

Language: Python - Size: 61 MB - Last synced at: 6 days ago - Pushed at: over 1 year ago - Stars: 9 - Forks: 2

open-risk/openRiskScore

A python framework for risk scoring

Language: Python - Size: 112 KB - Last synced at: 17 days ago - Pushed at: 6 months ago - Stars: 41 - Forks: 9

MajorLift/volatility-modeling-python-datasci

Undergraduate thesis, Seoul National University Dept. of Economics — "Modeling Volatility and Risk Spillover Between the Financial Markets of US and China Using GARCH Value-at-Risk Forecasting and Granger Causality."

Language: HTML - Size: 4.08 MB - Last synced at: 17 days ago - Pushed at: 3 months ago - Stars: 21 - Forks: 4

VivekPa/OptimalPortfolio

An open source library for portfolio optimisation

Language: Python - Size: 7.31 MB - Last synced at: 16 days ago - Pushed at: about 1 year ago - Stars: 360 - Forks: 91

AlexIoannides/pymc-stochastic-process

Bayesian Inference and parameter estimation in quant finance.

Language: Jupyter Notebook - Size: 449 KB - Last synced at: 17 days ago - Pushed at: about 6 years ago - Stars: 42 - Forks: 11

validatehealth/actuary

Python code examples to support the Python for Actuaries webinars sponsored by ACTEX Learning

Language: Jupyter Notebook - Size: 6.51 MB - Last synced at: 11 days ago - Pushed at: almost 5 years ago - Stars: 54 - Forks: 27

neotmp/vue-trading-pub

Frontend to Multiple Forex Brokers Account Management and Risk Assessment Tool written in TS/Vue/Vite/Tailwind

Language: TypeScript - Size: 339 KB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 0 - Forks: 0

risk-first/website

Risk-First Software Development

Language: JavaScript - Size: 827 MB - Last synced at: 11 days ago - Pushed at: about 1 month ago - Stars: 718 - Forks: 54

ajitagupta/cyclone-risk-dashboard

A statistical dashboard built using Streamlit for modeling cyclone risk

Language: HTML - Size: 226 KB - Last synced at: about 1 month ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0

l4rm4nd/CVSS-API

Simple Python Flask API server that returns CVSS scores for CVSS vector strings

Language: Python - Size: 27.3 KB - Last synced at: 6 days ago - Pushed at: about 2 months ago - Stars: 1 - Forks: 0

OpenDRR/riskprofiler

Web Application to Support Disaster Resilience / Application web pour soutenir la résilience aux catastrophes

Language: Shell - Size: 461 MB - Last synced at: 19 days ago - Pushed at: 2 months ago - Stars: 10 - Forks: 7

s1dewalker/Credit-Risk-Modeling-in-Python

Language: Jupyter Notebook - Size: 1.86 MB - Last synced at: 21 days ago - Pushed at: 4 months ago - Stars: 0 - Forks: 0

ajitagupta/streamlit-aviation-dashboard

Aviation Risk Modelling Dashboard in Python

Language: Python - Size: 17.6 KB - Last synced at: 16 days ago - Pushed at: 2 months ago - Stars: 0 - Forks: 0

dacris/marketrisk

MarketRisk Web Portfolio Management Software for Investors

Language: C# - Size: 708 KB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0

open-risk/solstice

Solstice is an economic network simulation framework

Language: C++ - Size: 784 KB - Last synced at: 11 days ago - Pushed at: 4 months ago - Stars: 7 - Forks: 0

huacenxu/Bond-Risk-Analyzer

This project uses decision tree logic to generate insights, identify proxy security IDs using nearest neighbor methods, and streamline risk analysis for financial datasets.

Language: Python - Size: 7.81 KB - Last synced at: about 1 month ago - Pushed at: 4 months ago - Stars: 0 - Forks: 0

lauravoicu/Risk-Modelling

Language: Jupyter Notebook - Size: 7.2 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 1 - Forks: 0

0x736E/threat-modelling

Threat Modelling Assets (STRIDE, DREAD, etc. cheat sheets)

Size: 52.2 MB - Last synced at: 5 months ago - Pushed at: about 5 years ago - Stars: 13 - Forks: 2

datudar/equity-risk-model

:chart: A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities

Language: Python - Size: 50.8 KB - Last synced at: 5 months ago - Pushed at: about 7 years ago - Stars: 34 - Forks: 17

wangy8989/Bankruptcy-Prediction-using-Machine-Learning

Using various machine learning models to predict whether a company will go bankrupt

Language: Jupyter Notebook - Size: 8.81 MB - Last synced at: 5 months ago - Pushed at: over 2 years ago - Stars: 25 - Forks: 7

thanhqtran/finance-agents-GAlearning

Genetic Algorithm learning in Finance

Language: Jupyter Notebook - Size: 1.14 MB - Last synced at: 4 days ago - Pushed at: almost 2 years ago - Stars: 2 - Forks: 0

Yu-Group/covid19-severity-prediction

Extensive and accessible COVID-19 data + forecasting for counties and hospitals. 📈

Language: Jupyter Notebook - Size: 3.87 GB - Last synced at: 5 months ago - Pushed at: over 1 year ago - Stars: 228 - Forks: 92

open-risk/risk_management_ontology

Repository of risk management ontologies

Size: 352 KB - Last synced at: about 1 month ago - Pushed at: 6 months ago - Stars: 8 - Forks: 5

open-risk/Open-Risk-Manual-PdfBooks

Collection of PdfBooks extracted from the Open Risk Manual

Size: 1.05 MB - Last synced at: about 1 month ago - Pushed at: 6 months ago - Stars: 6 - Forks: 1

hosseinmoein/Lynx

A very light weight dependency graph for systems with massive calculation complexities or scheduling systems

Language: Python - Size: 697 KB - Last synced at: 5 months ago - Pushed at: about 1 year ago - Stars: 44 - Forks: 4

risktoollib/RTLappDynamics

Overview of pricing dynamics of trading commodities

Language: R - Size: 339 KB - Last synced at: about 2 months ago - Pushed at: over 1 year ago - Stars: 3 - Forks: 0

vladislavpyatnitskiy/Risk-Management-Analytics

Essential techniques to assess financial risks

Language: R - Size: 89.8 KB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 2 - Forks: 0

FanHansen/creditmodel

creditmodel, 模型，评分卡，scorecard, vintage, automatic modeling

Language: HTML - Size: 13 MB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 12 - Forks: 7

OasisLMF/OpenDataTransform

An open-source Python-based catastrophe data transformation - converts exposure data between OED and other data formats.

Language: Python - Size: 110 MB - Last synced at: 3 months ago - Pushed at: about 1 year ago - Stars: 9 - Forks: 5

deepakgouda/FinanceLab-MA374

Lab assignments of Financial Engineering Course MA374

Language: Jupyter Notebook - Size: 28.7 MB - Last synced at: 13 days ago - Pushed at: almost 6 years ago - Stars: 3 - Forks: 5

bjam24/agh-quantitative-measures-of-market-risk

This repository consits of: projects and homeworks connected with research area such as Risk Management.

Language: Jupyter Notebook - Size: 3.06 MB - Last synced at: 18 days ago - Pushed at: 9 months ago - Stars: 3 - Forks: 1

virajvaidya/MACD

Moving Average Convergence Divergence (MACD) computation and visualisation of Australian Stock Exchange Securities

Language: Jupyter Notebook - Size: 978 KB - Last synced at: 2 months ago - Pushed at: over 3 years ago - Stars: 1 - Forks: 0

ajanczewska/risk-process-insurance-company

Analysis of the risk process and forecasts for the development of the insurance company over the years.

Language: Jupyter Notebook - Size: 749 KB - Last synced at: 10 months ago - Pushed at: about 3 years ago - Stars: 0 - Forks: 0

alexmakassiouk/eth-risk-modeling

Project as part of the course Introduction to risk modeling and management at ETH Zurich, held in spring 2024

Language: Jupyter Notebook - Size: 1.76 MB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 0 - Forks: 0

martinboller/eramba-build

Installs the Eramba Community Edition.

Language: Shell - Size: 51.8 KB - Last synced at: about 1 month ago - Pushed at: over 3 years ago - Stars: 2 - Forks: 2

Open-Security-Tools/security_model_tw_plugin

TiddlyWiki Plugin for modelling security

Language: JavaScript - Size: 2.75 MB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 2 - Forks: 1

anecaj/Social-Engineering-Paper

Risk Management for Information Security

Size: 4.76 MB - Last synced at: 8 months ago - Pushed at: 11 months ago - Stars: 1 - Forks: 0

omkarbare/Modelling-Investor-Risk-Tolerance

The project addresses the limitations of traditional risk tolerance questionnaires, which are often subject to errors due to behavioral biases and lack automation. By leveraging machine learning and detailed financial data, the project seeks to provide a more accurate and automated approach to determining an investor's risk tolerance.

Language: Jupyter Notebook - Size: 138 KB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 0 - Forks: 0

thbuerg/MetabolomicsCommonDiseases

⛑ Code for "Metabolomic profiles predict individual multi-disease outcomes" ⛑

Language: Jupyter Notebook - Size: 1.5 MB - Last synced at: 11 months ago - Pushed at: over 2 years ago - Stars: 14 - Forks: 1

VaibhavAbhimanyooHiwase/Risk_Calculation_using_Backward_Elimination_Algorithm_in_Life_Insurance

Implementation of backward elimination algorithm used for dimensionality reduction for improving the performance of risk calculation in life insurance industry.

Language: Python - Size: 8.22 MB - Last synced at: 5 months ago - Pushed at: over 6 years ago - Stars: 12 - Forks: 6

vfendesak/GANerator

An MVP for applying Machine Learning (ML) in the credit risk modeling lifecycle.

Language: Python - Size: 41 KB - Last synced at: 12 months ago - Pushed at: 12 months ago - Stars: 0 - Forks: 0

open-source-modelling/Nelson_Siegel_Svansson_python_ita

Algoritmo popolare per adattare una curva dei rendimenti a dati osservati.

Language: Python - Size: 4.88 KB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 1

brunomontezano/functioningcalc

💻 Code used to generate a Shiny app containing a predictive model that aims to assess the risk of functional impairment in euthymic mood patients.

Language: R - Size: 242 KB - Last synced at: about 2 months ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

shubhambhatia2103/Credit-Scoring-Model

Developed a Credit Scoring Model utilizing Logistic Regression and decile methodology to empower data-driven lending decisions for banks, optimizing profitability and market penetration.

Language: Jupyter Notebook - Size: 382 KB - Last synced at: 11 months ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

w8mej/Threat_Modeling_Bank

A curated threat modeling library collection

Size: 5.8 MB - Last synced at: 12 months ago - Pushed at: over 1 year ago - Stars: 20 - Forks: 4

Elsemary/Actuarial-Reserve-Risk-Classification-with-Gaussian-Mixture

Classification of reserve risk with chain-ladder

Language: Python - Size: 211 KB - Last synced at: 5 months ago - Pushed at: over 5 years ago - Stars: 11 - Forks: 4

jbkunst/risk3r

risk3r

Language: R - Size: 33.8 MB - Last synced at: 18 days ago - Pushed at: about 1 year ago - Stars: 4 - Forks: 3

DiegoVallarino/diegovallarino.github.io

Size: 1.6 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 1 - Forks: 0

naenumtou/ifrs9

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 three parameters as well as staging criteria.

Language: Jupyter Notebook - Size: 29.4 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 53 - Forks: 19

dgerlanc/portfolio

Classes for analysing and implementing equity portfolios in R.

Language: R - Size: 1.44 MB - Last synced at: 12 months ago - Pushed at: almost 4 years ago - Stars: 15 - Forks: 8

open-source-modelling/Vasicek_one_factor_python

One factor Vasicek model in Python.

Language: Python - Size: 46.9 KB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 6 - Forks: 2

Ngocvu-math/quants

Language: Shell - Size: 45.9 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

monika-kaczan/advanced-time-series-analysis

Project for the Advanced time-series analysis 2022/23 class at Faculty of Economic Sciences, University of Warsaw. In this project we build several GARCH-class models and compare their performance in assessing risk of a cryptocurrency portfolio.

Language: R - Size: 666 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

open-source-modelling/Nelson_Siegel_Svansson_python

Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.

Language: Python - Size: 41 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 13 - Forks: 2

divyanshsr/MappingCreditRisks

This project analyzes the correlations and attempts to predict the loan risk that consumers undertake using a pipeline of Machine Learning Algorithms

Language: Jupyter Notebook - Size: 837 KB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 1 - Forks: 0

james-rukawa/ISDA-SIMM-v2.4-Daily-Reporting

This is a risk engineering tool that's used for daily reporting of initial margin for non-cleared OTC derivatives, calculated based on ISDA SIMM v2.4, the official methodology published by ISDA Dec 04, 2021

Language: Python - Size: 678 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

blacklanternsecurity/enter_the_matrix

ETM enables the creation of detailed attack graphs and figures while calculating the risk associated with your attack narratives. ETM was built keeping NIST recommendations on threat matrices in mind. Features an API to interact on your data to act as a living database of your executed threat models.

Language: C# - Size: 17.6 MB - Last synced at: about 1 year ago - Pushed at: about 2 years ago - Stars: 23 - Forks: 8

sujaytalesara/Predictive-Analytics

Building an PD, LGD and EAD Model for Financial Modeling.

Language: Jupyter Notebook - Size: 4.37 MB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 10 - Forks: 6

samzshi0529/A-Machine-Learning-Approach-for-US-Mortgage-Risk-Analysis

Code base for the independent study of "A Machine Learning Approach for US Mortgage Risk Analysis" by Sam Shi

Language: Jupyter Notebook - Size: 12.8 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0

upathare1/CoVaR-Conditional-VaR-Project

Replication and extension of paper on Conditional Value at Risk (CoVaR) by Adrian and Brunnermeier.

Language: Jupyter Notebook - Size: 2.35 MB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 11 - Forks: 3

aprianimmanuel/Credit_Risk_Modelling

Built Machine Learning model for predicting, calculating and modelling credit risk.

Language: Jupyter Notebook - Size: 13.5 MB - Last synced at: over 1 year ago - Pushed at: almost 4 years ago - Stars: 0 - Forks: 1

subhamsharma7/Options-Pricing-

Pricing vanilla European option using BSM and Monte carlo simulation. Path dependent option pricing using Monte-Carlo simulation

Language: Jupyter Notebook - Size: 2.24 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

agarbiak/CS2

R code examples for IFoA's CS2 - risk modelling and survival analysis

Language: Shell - Size: 642 KB - Last synced at: 5 months ago - Pushed at: over 4 years ago - Stars: 4 - Forks: 0

keesvanginkel/Urban-SETP

Flood risk and house price tipping points for an archetypical coastal city under many sea level rise scenarios and dynamic adaptive policies.

Language: Jupyter Notebook - Size: 105 MB - Last synced at: about 1 year ago - Pushed at: almost 3 years ago - Stars: 2 - Forks: 2

olesyamba/Risk_analysis

Repository represents python usability of measuring and managing risks (practice tasks and real cases)

Language: Jupyter Notebook - Size: 2.39 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

open-source-modelling/insurance_solidity

All Solidity algorithms published by OSM in one place.

Language: Solidity - Size: 82 KB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 1

jaredhuling/vennLasso

Variable selection for heterogeneous populations using the vennLasso penalty

Language: C++ - Size: 4.45 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 5 - Forks: 0

walice/Risk-Analysis-IFF

Mapping countries' risk', vulnerability and exposure to illicit financial flows

Language: R - Size: 2.49 MB - Last synced at: about 1 year ago - Pushed at: over 5 years ago - Stars: 0 - Forks: 0

joshua-m-connors/r-fair-risk-pert

Simple code written in R to calculate risk using the factor analysis of information risk (FAIR) methodology. Uses PERT distributions for the monte carlo simulations.

Language: R - Size: 24.4 KB - Last synced at: 5 months ago - Pushed at: almost 2 years ago - Stars: 4 - Forks: 2

jruizvar/smava

Case study of the Risk Assesment GmbH

Language: Jupyter Notebook - Size: 134 KB - Last synced at: over 1 year ago - Pushed at: over 7 years ago - Stars: 0 - Forks: 0

DevinRShaw/Wildfire-Local-Climate-Data-Creation

Fire climate dataset creation from NOAA API based on location and time for use in machine learning model. Is the project that motivated the creation of the library simple_noaa.

Language: Jupyter Notebook - Size: 183 KB - Last synced at: about 1 year ago - Pushed at: about 2 years ago - Stars: 1 - Forks: 0

liomaix/liomaix22.github.io Fork of academicpages/academicpages.github.io

Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes

Language: JavaScript - Size: 50.3 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0

isadov98/Loan-Defaults

Comparing Logistic Regression and ML algorithms for predicting defaults on consumer loans.

Language: Jupyter Notebook - Size: 0 Bytes - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0

Giulioc92/OneYearCorrelatedChainLadder

These are the codes behind the paper "A Bayesian internal model for reserve risk: an extension of the correlated Chain Ladder" published on MDPI Risks.

Language: R - Size: 194 MB - Last synced at: 5 months ago - Pushed at: over 4 years ago - Stars: 3 - Forks: 0

eman-ekaf/Phishable

Phishable is a project that logs misconfigured DNS that can be exploited to conduct phishing attacks & spoof domains. Phishable helps orgs investigate phishing campaigns, gauge third-party risk & mitigate these risks. All orgs on the list are exposed to higher risk of threat actors gaining initial entry to their org, supply chain, and customers.

Size: 163 KB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 8 - Forks: 1