risk-modelling
There are 131 repositories under risk-modelling topic.
risk-first/website
Risk-First Software Development
VivekPa/OptimalPortfolio
An open source library for portfolio optimisation
Yu-Group/covid19-severity-prediction
Extensive and accessible COVID-19 data + forecasting for counties and hospitals. 📈
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.
validatehealth/actuary
Python code examples to support the Python for Actuaries webinars sponsored by ACTEX Learning
hosseinmoein/Lynx
Light weight dependency graph for systems with massive calculation complexities or scheduling systems
open-risk/openRiskScore
A python framework for risk scoring
TRI-ML/RAP
This is the official code for the paper RAP: Risk-Aware Prediction for Robust Planning: https://arxiv.org/abs/2210.01368
AlexIoannides/pymc-stochastic-process
Bayesian Inference and parameter estimation in quant finance.
datudar/equity-risk-model
:chart: A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities
wangy8989/Bankruptcy-Prediction-using-Machine-Learning
Using various machine learning models to predict whether a company will go bankrupt
GustavoAlovisi/cvar_portfolio_optim
ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.
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.
w8mej/Threat_Modeling_Bank
A curated threat modeling library collection
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.
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."
thbuerg/MetabolomicsCommonDiseases
⛑ Code for "Metabolomic profiles predict individual multi-disease outcomes" ⛑
upathare1/CoVaR-Conditional-VaR-Project
Replication and extension of paper on Conditional Value at Risk (CoVaR) by Adrian and Brunnermeier.
open-source-modelling/Nelson_Siegel_Svansson_python
Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.
dgerlanc/portfolio
Classes for analysing and implementing equity portfolios in R.
mcf-long-short/quantitative-risk-management
Practical, hands-on risk modeling, risk assessment and verifications of risk models across major risk classes and understanding risk regulation as well. Implementing risk models in Python, R and Excel.
sujaytalesara/Predictive-Analytics
Building an PD, LGD and EAD Model for Financial Modeling.
xhub/EMP.jl
Extended Mathematical Programming in Julia
0x736E/threat-modelling
Threat Modelling Assets (STRIDE, DREAD, etc. cheat sheets)
zurheide/pybnbowtie
Mapping of bow-tie analysis in Open-PSA MEF format to Bayesian network. Implementation of the algorithm presented by Khakzad et al, 2013.
Elsemary/Actuarial-Reserve-Risk-Classification-with-Gaussian-Mixture
Classification of reserve risk with chain-ladder
OasisLMF/OpenDataTransform
An open-source Python-based catastrophe data transformation - converts exposure data between OED and other data formats.
open-source-modelling/Vasicek_one_factor_python
One factor Vasicek model in Python.
tfm000/sklarpy
Copula fitting in Python.
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.
FanHansen/creditmodel
creditmodel, 模型，评分卡，scorecard, vintage, automatic modeling
OpenDRR/riskprofiler
Web Application to Support Disaster Resilience / Application web pour soutenir la résilience aux catastrophes
aliaksei135/seedpod_ground_risk
Ground Risk model for UAS flight path analysis and risk-aware path finding
open-risk/risk_management_ontology
Repository of risk management ontologies