Ecosyste.ms: Repos

An open API service providing repository metadata for many open source software ecosystems.

GitHub topics: risk-models

cairis-platform/cairis

Computer Aided Integration of Requirements and Information Security - Server

Language: Python - Size: 111 MB - Last synced: about 3 hours ago - Pushed: 1 day ago - Stars: 140 - Forks: 56

factorpricingmodel/factor-pricing-model-risk-model

Package to build risk model for factor pricing model

Language: Python - Size: 45.5 MB - Last synced: about 4 hours ago - Pushed: 5 months ago - Stars: 14 - Forks: 2

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: about 10 hours ago - Pushed: almost 4 years ago - Stars: 50 - Forks: 27

open-source-modelling/insurance_python

All Python algorithms published by Open Source Modelling in one place.

Language: Jupyter Notebook - Size: 51.6 MB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 32 - Forks: 5

aamks/aamks

Probabilistic fire risk assessment framework

Language: Python - Size: 24 MB - Last synced: 5 days ago - Pushed: 5 days ago - Stars: 13 - Forks: 6

statcompute/py_mob

Python Implementation of Monotonic Optimal Binning

Language: Python - Size: 1.56 MB - Last synced: 2 months ago - Pushed: 4 months ago - Stars: 15 - Forks: 7

ArdiaD/bayesGARCH

Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations

Language: R - Size: 588 KB - Last synced: 4 months ago - Pushed: about 3 years ago - Stars: 13 - Forks: 7

open-source-modelling/Hull_White_stochastic_scenarios_checks_python

Demonstration of a test that checks if a stochastic scenario generator accurately covers the term structure.

Language: Jupyter Notebook - Size: 37 MB - Last synced: about 1 month ago - Pushed: 7 months ago - Stars: 3 - Forks: 1

sujaytalesara/Predictive-Analytics

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

Language: Jupyter Notebook - Size: 4.37 MB - Last synced: 4 months ago - Pushed: 5 months ago - Stars: 10 - Forks: 6

open-source-modelling/insurance_matlab

All Matlab algorithms published by Open Source Modelling in one place.

Language: MATLAB - Size: 164 KB - Last synced: about 1 month ago - Pushed: about 2 months ago - Stars: 7 - Forks: 1

TommasoBelluzzo/InitialMargin

A .NET implementation of Initial Margin models.

Language: C# - Size: 134 KB - Last synced: 22 days ago - Pushed: over 4 years ago - Stars: 3 - Forks: 3

Turing-Space/risk-redistribution-payment-dappcon

A Risk Redistribution Standard for Practical Cryptocurrency Payments

Language: Jupyter Notebook - Size: 1.57 MB - Last synced: 7 months ago - Pushed: about 5 years ago - Stars: 5 - Forks: 0

TommasoBelluzzo/StrataXL

An Excel integration of OpenGamma Strata.

Language: VBA - Size: 27.4 MB - Last synced: 7 months ago - Pushed: over 2 years ago - Stars: 11 - Forks: 4

TommasoBelluzzo/SystemicRisk

A framework for systemic risk valuation and analysis.

Language: MATLAB - Size: 86.9 MB - Last synced: 7 months ago - Pushed: over 1 year ago - Stars: 132 - Forks: 75

open-risk/White_Papers

A mirror of the Open Risk white paper collection

Size: 6.64 MB - Last synced: 4 months ago - Pushed: 7 months ago - Stars: 8 - Forks: 2

wikke/ppdai_risk_evaluation

“魔镜杯”风控算法大赛 拍拍贷风控模型,接近冠军分数

Language: Jupyter Notebook - Size: 2.49 MB - Last synced: 7 months ago - Pushed: almost 7 years ago - Stars: 174 - Forks: 86

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: 3 months ago - Pushed: almost 6 years ago - Stars: 11 - Forks: 6

mdbrown/partlyconditional

R package to fit partly conditional Cox and logistic models

Language: HTML - Size: 1.2 MB - Last synced: 10 months ago - Pushed: almost 6 years ago - Stars: 1 - Forks: 0

CarlesCG/FaultTreeTutoRial

This is a tutorial for the package FaultTree from openreliability.com

Language: TeX - Size: 1.7 MB - Last synced: 2 months ago - Pushed: over 7 years ago - Stars: 3 - Forks: 2

open-source-modelling/insurance_javascript

All JavaScript algorithms published by OSM in one place.

Language: JavaScript - Size: 75.2 KB - Last synced: about 1 month ago - Pushed: 10 months ago - Stars: 5 - Forks: 1

alessandro308/NetTopo

A tool to discover a network topology

Language: C - Size: 13.8 MB - Last synced: 9 months ago - Pushed: almost 6 years ago - Stars: 1 - Forks: 0

AndrosovAS/Model-Performance-Predictor

MPP approach helps to predict risks and make decisions

Language: Jupyter Notebook - Size: 66.4 MB - Last synced: 4 months ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

TommasoBelluzzo/BaselTools

A framework for estimating Basel IV capital requirements.

Language: MATLAB - Size: 3.23 MB - Last synced: about 1 year ago - Pushed: almost 5 years ago - Stars: 17 - Forks: 11

tholor/thesis

Cox model with landmarking for the paper "Exploring Dynamic Risk Prediction for Dialysis Patients"

Language: R - Size: 9.37 MB - Last synced: about 1 year ago - Pushed: over 5 years ago - Stars: 1 - Forks: 0

igor-kupczynski/monte-carlo-exploration

Playground to explore Monte Carlo generators properties

Language: Go - Size: 180 KB - Last synced: about 1 year ago - Pushed: about 4 years ago - Stars: 0 - Forks: 0

Related Keywords
risk-models 25 risk-analysis 13 risk-management 8 quantitative-finance 5 actuarial 5 insurance 5 python 5 quantitative-analysis 4 algorithms 4 quantitative-methods 4 risk-assessment 4 financial-analysis 4 risk 4 statistics 3 life-insurance 3 actuarial-modeling 3 risk-modelling 3 smith-wilson 3 financial-data 3 financial-instruments 3 financial-markets 3 stationary-bootstrap 2 solvency-ii 2 solvency2 2 capital-markets 2 machine-learning 2 bootstrap 2 network-analysis 2 security 2 actuarial-statistics 2 data-science 2 r 2 portfolios 1 ghg-emissions 1 federated-learning 1 risk-profile 1 risk-taxonomies 1 stress-testing 1 sustainability 1 monte-carlo 1 credit-risk 1 time-series-econometrics 1 time-series-analysis 1 time-series 1 systemic-risk 1 financial-institutions 1 yield-curve-calibration 1 yield-curve 1 pricing-derivatives 1 market-risk 1 monte-carlo-simulation 1 go 1 dynamic-bayesian-networks 1 operational-risk 1 counterparty-credit-risk 1 capital-requirements 1 banking-system 1 finance 1 javascript 1 algorithm 1 tutorial 1 reliability-engineering 1 fault-tree 1 rpackage 1 longitudinal-data 1 statistical-models 1 statistical-learning 1 statistical-data 1 statistical-analysis 1 risk-calculations 1 random-forest 1 p-value 1 multiple-linear-regression 1 kaggle-life-insurance 1 data-mining-algorithms 1 backward-elimination 1 alpha-value 1 feature-engineering 1 white-papers 1 sustainable-finance 1 fire-safety 1 fire 1 evacuation-planning 1 evacuation 1 cfast 1 stationary 1 hull-white 1 calibration 1 bisection-method 1 risk-model 1 factor-model 1 ux 1 usability-usable-security 1 usability 1 threat-modeling 1 requirements-management 1 requirements 1 personas 1 mysql 1 graphviz 1