risk-modelling topic

ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.

GustavoAlovisi

Classes for analysing and implementing equity portfolios in R.

dgerlanc

RegaipKURT

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

datudar

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 Gra...

MajorLift

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

TRI-ML

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 & miti...

eman-ekaf

Using various machine learning models to predict whether a company will go bankrupt

wangy8989

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.

naenumtou

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

validatehealth