KhalilBelghouat

KhalilBelghouat's Stars

• PyFE/PyfengForPapers

  Python Code for Quantitative Finance Papers

  Language:Jupyter Notebook3919

• TommasoBelluzzo/SystemicRisk

  A framework for financial systemic risk valuation and analysis.

  Language:MATLAB16578

• carloscinelli/NetworkRiskMeasures

  Implements risk measures for (financial) networks, such as DebtRank, Impact Susceptibility, Impact Diffusion and Impact Fluidity.

  Language:R6834

• lballabio/QuantLib

  The QuantLib C++ library

  Language:C++5.6k1.8k

• keblu/MSGARCH

  MSGARCH R Package

  Language:R8129

• Boulder-Investment-Technologies/lppls

  Library for fitting the LPPLS model to data.

  Language:Jupyter Notebook381116

• bgreenwell/fastshap

  Fast approximate Shapley values in R

  Language:R11717