#Risk-modelling

VivekPa

OptimalPortfolio

An open source library for portfolio optimisation

Yu-Group

covid19-severity-prediction

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

AlexIoannides

pymc-stochastic-process

Bayesian Inference and parameter estimation in quant finance.

wangy8989

Bankruptcy-Prediction-using-Machine-Learning

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

MajorLift

volatility-modeling-python-datasci

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 Granger Causality."

tfm000

sklarpy

Copula fitting in Python.

Intellect05

FactorRiskAttribution

Multi-factor Risk Models of Asset or Portfolio Returns