Projects in Awesome Lists tagged with risk-modelling

https://github.com/risk-first/website

Risk-First Software Development

extreme-programming lean-software-management menagerie methodologies metrics practice risk risk-management risk-modelling scrum software-development software-engineering

Last synced: 06 Nov 2024

https://github.com/vivekpa/optimalportfolio

An open source library for portfolio optimisation

algorithmic-trading portfolio-management portfolio-optimization quantitative-finance risk-management risk-modelling

Last synced: 15 Dec 2024

https://github.com/Yu-Group/covid19-severity-prediction

Extensive and accessible COVID-19 data + forecasting for counties and hospitals. 📈

coronavirus coronavirus-tracking county-health-data county-level covid-19 covid-19-data covid-19-data-analysis data-analysis data-science epidemic-model forecasting outbreak outbreak-severity python3 response4life risk-assessment risk-modelling statistics ventilator visualization

Last synced: 27 Nov 2024

https://github.com/validatehealth/actuary

Python code examples to support the Python for Actuaries webinars sponsored by ACTEX Learning

actuarial python risk-modelling risk-models

Last synced: 06 Nov 2024

https://github.com/hosseinmoein/Lynx

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

alpha calculations dependencies dependency dependency-graph dependency-manager optimization python risk-modelling scheduling trading-platform trading-systems

Last synced: 26 Nov 2024

https://github.com/AlexIoannides/pymc-stochastic-process

Bayesian Inference and parameter estimation in quant finance.

bayesian-inference probabilistic-programming pymc3 python quantitative-finance risk-modelling stochastic-processes

Last synced: 27 Nov 2024

https://github.com/alexioannides/pymc-stochastic-process

Bayesian Inference and parameter estimation in quant finance.

bayesian-inference probabilistic-programming pymc3 python quantitative-finance risk-modelling stochastic-processes

Last synced: 28 Oct 2024

https://github.com/tri-ml/rap

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

autonomous-driving machine-learning risk-modelling trajectory-prediction

Last synced: 13 Nov 2024

https://github.com/open-risk/openriskscore

A python framework for risk scoring

credi-scoring credit-risk federated-learning risk-management risk-modelling scorecard

Last synced: 28 Oct 2024

https://github.com/datudar/equity-risk-model

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

equities risk-analysis risk-management risk-modelling

Last synced: 04 Dec 2024

https://github.com/dgerlanc/portfolio

Classes for analysing and implementing equity portfolios in R.

finance portfolio-construction r risk-modelling

Last synced: 16 Dec 2024

https://github.com/xhub/emp.jl

Extended Mathematical Programming in Julia

bilevel-optimization game-theory julia modeling-language mpec optimization optimization-algorithms risk-measure risk-modelling

Last synced: 06 Dec 2024

https://github.com/majorlift/volatility-modeling-python-datasci

Undergraduate Thesis published by the Seoul National University Department of Economics (2020)

arima-forecasting data-science data-vizualization financial-engineering garch-model granger-causality jupyter-notebook numpy pandas pyplot python3 regression-models research-paper risk-modelling scipy-stats seaborn statsmodels time-series-analysis value-at-risk volatility-modeling

Last synced: 10 Nov 2024

https://github.com/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.

alpha-value backward-elimination data-mining-algorithms data-science insurance kaggle-life-insurance life-insurance multiple-linear-regression p-value random-forest risk-analysis risk-assessment risk-calculations risk-modelling risk-models statistical-analysis statistical-data statistical-learning statistical-models statistics

Last synced: 04 Dec 2024

https://github.com/Elsemary/Actuarial-Reserve-Risk-Classification-with-Gaussian-Mixture

Classification of reserve risk with chain-ladder

actuarial-modeling actuarial-science artificial-intelligence machine-learning-algorithms mathematics risk-analysis risk-assessment risk-modelling

Last synced: 04 Dec 2024

https://github.com/OpenDRR/riskprofiler

Web Application to Support Disaster Resilience / Application web pour soutenir la résilience aux catastrophes

earthquake-hazard government-of-canada natural-resources-canada risk-analysis risk-modelling

Last synced: 04 Dec 2024

https://github.com/opendrr/riskprofiler

Web Application to Support Disaster Resilience / Application web pour soutenir la résilience aux catastrophes

earthquake-hazard government-of-canada natural-resources-canada risk-analysis risk-modelling

Last synced: 09 Nov 2024

https://github.com/OasisLMF/OpenDataTransform

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

exposure open-data risk-modelling

Last synced: 04 Dec 2024

https://github.com/open-risk/risk_management_ontology

Repository of risk management ontologies

linked-data ontology risk-management risk-modelling semantic-web

Last synced: 21 Nov 2024

https://github.com/open-risk/open-risk-manual-pdfbooks

Collection of PdfBooks extracted from the Open Risk Manual

risk-analysis risk-management risk-modelling

Last synced: 21 Nov 2024

https://github.com/open-risk/solstice

Solstice is an economic network simulation framework

agent-based-simulation economics-models ecs-framework eigen modeling poco-libraries portfolio-management risk-management risk-modelling simulation sustainable-finance

Last synced: 13 Oct 2024

https://github.com/jbkunst/risk3r

risk3r

educational modelling risk-model risk-modelling scorecard scorecard-model

Last synced: 27 Oct 2024

https://github.com/joshua-m-connors/r-fair-risk-pert

Simple code written in R to calculate risk using the factor analysis of information risk (FAIR) methodology. Uses PERT distributions for the monte carlo simulations.

factor-analysis-information-risk fair monte-carlo monte-carlo-simulation openfair pert r risk-analysis risk-modelling

Last synced: 04 Dec 2024

https://github.com/agarbiak/CS2

R code examples for IFoA's CS2 - risk modelling and survival analysis

actuarial actuaries r risk-modelling

Last synced: 04 Dec 2024

https://github.com/deepakgouda/financelab-ma374

Lab assignments of Financial Engineering Course MA374

american-options asian-option black-scholes-merton european-options finance lookback-option option-pricing portfolio-management risk-modelling stock-prices

Last synced: 06 Dec 2024

https://github.com/Giulioc92/OneYearCorrelatedChainLadder

These are the codes behind the paper "A Bayesian internal model for reserve risk: an extension of the correlated Chain Ladder" published on MDPI Risks.

claims-reserving risk-modelling

Last synced: 04 Dec 2024