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

A python framework for risk scoring

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.

Project for leadersofdigital.ru

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

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