Pinned Repositories
-Banking-Credit_Risk_Model
Credit risk modeling is the place where data science and fintech meet. It is one of the most important activities conducted in a bank, with the most attention since the recession. At present, it is the only comprehensive credit risk modeling course in Python available online – taking you from preprocessing, through probability of default (PD), loss given default (LGD) and exposure at default (EAD) modeling, all the way to calculating expected loss (EL).
-Banking_Finance-Portfolio-Risk-Management
evaluate basic portfolio risk and returns . fully automate portfolio (Banking )construction and management processes. Discover what factors are driving portfolio returns, construct market-cap weighted equity portfolios,forecast and hedge market risk via scenario generation.
500-AI-Machine-learning-Deep-learning-Computer-vision-NLP-Projects-with-code
500 AI Machine learning Deep learning Computer vision NLP Projects with code
finance
funds are the future!
FinanceOps
Research in investment finance with Python Notebooks
financial-machine-learning
A curated list of practical financial machine learning tools and applications.
Financial-Modeling
Financial Models using vba script and Python
GARCH_Neural_Network
The estimation of GARCH parameters using neural networks
Long-Term-Stock-Price-Growth-Prediction-using-NLP-on-10-K-Financial-Reports
A 10-K FInancial Report is a comprehensive report which must be filed annually by all publicly traded companies about its financial performance. These reports are filed to the US Securities Exchange Commission (SEC). This is even more detailed than the annual report of a company. The 10K documents contain information about the Business' operations, risk factors, selected financial data, the Management's discussion and analysis (MD&A) and also Financial Statements and supplementary data. I have been expected to build an NLP pipeline that ingests 10-K reports of various publicly traded companies and build a machine learning model which can uncover the hidden signals to predict the long term stock performance of a company from the 10-K docs using the ‘Loughran McDonald Master Dictionary’. The Dictionary contain words that are specifically curated in the context of financial reports
modeling-volatility
Modeling volatility project for ODSC East 2019
AMAYadav's Repositories
AMAYadav/Interest-Rate-Modelling-Baruch
Interest Rate Models, Baruch group project
AMAYadav/R-Factor-Models
Carhart, Barra, and PCA factor model fitting
AMAYadav/wisecourse1415