An open source library for portfolio optimisation

A very light weight dependency graph for systems with massive calculation complexities or scheduling systems

This is the official code for the paper RAP: Risk-Aware Prediction for Robust Planning: https://arxiv.org/abs/2210.01368

A python framework for risk scoring

💹 A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities

Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.

Implementation of backward elimination algorithm used for dimensionality reduction for improving the performance of risk calculation in life insurance industry.

Classification of reserve risk with chain-ladder

One factor Vasicek model in Python.

An open-source Python-based catastrophe data transformation - converts exposure data between OED and other data formats.

Copula fitting in Python.

Ground Risk model for UAS flight path analysis and risk-aware path finding

Public repository for earthquake scenarios from the National catalogue / Dépôt public de scénarios de tremblements de terre du catalogue national

Algoritmo popolare per adattare una curva dei rendimenti a dati osservati.

Simple Python Flask API server that returns CVSS scores for CVSS vector strings

Project for leadersofdigital.ru

An MVP for applying Machine Learning (ML) in the credit risk modeling lifecycle.

This project uses decision tree logic to generate insights, identify proxy security IDs using nearest neighbor methods, and streamline risk analysis for financial datasets.

Sistema web para el uso de modelos de riesgo de defunción y severidad hospitalaria asociada a diferentes afecciones médicas en pacientes hospitalizados.

Aviation Risk Modelling Dashboard in Python