GitHub topics: systemic-risk
Interactions-HSG/SOAP
SOAP - A Tool for Uncovering Filter Bubbles on Very Large Online Platforms
Language: Python - Size: 11.7 MB - Last synced at: about 10 hours ago - Pushed at: about 11 hours ago - Stars: 8 - Forks: 0
mgao6767/frds
Financial research data services for academics.
Language: Python - Size: 14.6 MB - Last synced at: about 1 month ago - Pushed at: 4 months ago - Stars: 88 - Forks: 20
CFA-Institute-RPC/cgfi-finshock Fork of the-iea/cgfi-finshock
An open-source platform for modeling systemic climate transition risks in financial systems. Developed by CFA Institute RPC & UK CGFI
Language: TypeScript - Size: 2.39 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 1 - Forks: 0
TommasoBelluzzo/SystemicRisk
A framework for financial systemic risk valuation and analysis.
Language: MATLAB - Size: 86.9 MB - Last synced at: 6 months ago - Pushed at: over 2 years ago - Stars: 157 - Forks: 76
vargovema/systemic-risk
This repository contains the code and implementation for a master's thesis on using deep learning techniques to model systemic risk in financial systems with non-normal risk factors.
Language: Jupyter Notebook - Size: 27.4 MB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 0 - Forks: 0
vibalcam/gnn-systemic-risk
Predicting Systemic Risk in Financial Systems Using Deep Graph Learning
Language: Jupyter Notebook - Size: 265 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0
cspun/MLE-SRISK
This repository contains the codes for the paper "Machine-Learning-enhanced Systemic Risk Measure: A Two-Step Supervised Learning Approach" (by R. Liu and C.S. Pun)
Language: Python - Size: 90.9 MB - Last synced at: about 2 years ago - Pushed at: almost 3 years ago - Stars: 9 - Forks: 6
comeh/Qknn_algo
Some codes used for the numerical examples proposed in https://arxiv.org/abs/1803.00445
Language: Julia - Size: 10.7 KB - Last synced at: 4 months ago - Pushed at: about 6 years ago - Stars: 4 - Forks: 4
marcaureledivernois/firm-network
Source code, data and plots for our paper "Analysis of Large Market Data Using Neural Networks: A Causal Approach"
Language: Python - Size: 4.44 MB - Last synced at: almost 2 years ago - Pushed at: about 3 years ago - Stars: 2 - Forks: 0
nmusmeci/graph-reconstruction-algorithm
Algorithm for reconstructing topology of complex networks from a limited number of links (Bootstrapping method)
Size: 12.7 KB - Last synced at: 6 months ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 1
