The Wayback Machine - https://web.archive.org/web/20220516035008/https://github.com/topics/risk-modelling
Here are
95 public repositories
matching this topic...
Risk-First Software Development
An open source library for portfolio optimisation
Updated
Oct 10, 2021
Python
Extensive and accessible COVID-19 data + forecasting for counties and hospitals. 📈
Updated
Nov 1, 2021
Jupyter Notebook
Demonstrating the benefits of using Bayesian Inference and PYMC3 for estimating the parameters of stochastic processes commonly used in quantitative finance.
Updated
Feb 18, 2019
Jupyter Notebook
A very light weight dependency graph for systems with massive calculation complexities or scheduling systems
Updated
Feb 11, 2022
Python
Python code examples to support the Python for Actuaries webinars sponsored by ACTEX Learning
Updated
Jul 14, 2020
Jupyter Notebook
A curated threat modeling library collection
💹 A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities
Updated
Apr 16, 2018
Python
Extended Mathematical Programming in Julia
Updated
May 5, 2022
Julia
Updated
Sep 21, 2020
Jupyter Notebook
A python framework for risk scoring
Updated
Nov 9, 2021
Python
ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.
creditmodel, 模型，评分卡，scorecard, vintage, automatic modeling
Updated
Aug 18, 2019
HTML
A1 Revenue Assurance Risk Coverage model
Updated
Sep 14, 2021
JavaScript
Classes for analysing and implementing equity portfolios in R.
Mitre Framework Based Quantitative Risk Simulation
Implementation of backward elimination algorithm used for dimensionality reduction for improving the performance of risk calculation in life insurance industry.
Updated
Jul 25, 2018
Python
Classification of reserve risk with chain-ladder
Updated
Aug 31, 2019
Python
Tool for calculating risk associated with attack narratives defined and developed over the course of a risk assessment/red team operation.
Threat Modelling Assets (STRIDE, DREAD, etc. cheat sheets)
Building an PD, LGD and EAD Model for Financial Modeling.
Updated
Apr 25, 2021
Jupyter Notebook
Using various machine learning models to predict whether a company will go bankrupt
Updated
Feb 12, 2020
Jupyter Notebook
Web Application to Support Disaster Resilience / Application web pour soutenir la résilience aux catastrophes
Mapping of bow-tie analysis in Open-PSA MEF format to Bayesian network. Implementation of the algorithm presented by Khakzad et al, 2013.
Updated
Jul 16, 2020
Jupyter Notebook
Variable selection for heterogeneous populations using the vennLasso penalty
An open-source Python-based catastrophe data transformation - converts exposure data between OED and other data formats.
Updated
May 5, 2022
Python
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.
Updated
May 5, 2022
Jupyter Notebook
Repository of risk management ontologies
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