This module aims to function as a tool to examine portfolio risk and return.
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Updated
Jan 28, 2021 - Python
This module aims to function as a tool to examine portfolio risk and return.
Playground to explore Monte Carlo generators properties
A tool to discover a network topology
MPP approach helps to predict risks and make decisions
R package to fit partly conditional Cox and logistic models
Assignment for the AI for Medicine Specialization course.(1:Build and Evaluate a Linear Risk model/ 2:Risk Models Using Tree-based Models/ 3:Survival Estimates that Varies with Time/ 4:Cox Proportional Hazards and Random Survival Forests)
Cox model with landmarking for the paper "Exploring Dynamic Risk Prediction for Dialysis Patients"
This is a tutorial for the package FaultTree from openreliability.com
A .NET implementation of Initial Margin models.
Demonstration of a test that checks if a stochastic scenario generator accurately covers the term structure.
A Risk Redistribution Standard for Practical Cryptocurrency Payments
An End-to-end Machine Learning System with User Interface for predicting the 10-year risk of death of individuals from the NHANES I epidemiology dataset. This project leverages risk models (a.k.a. prognostic models) built using machine learning to perform predictions given the patient's medical profile.
Multi-factor Risk Models of Asset or Portfolio Returns
All JavaScript algorithms published by OSM in one place.
All Matlab algorithms published by Open Source Modelling in one place.
A mirror of the Open Risk white paper collection
Implementation of backward elimination algorithm used for dimensionality reduction for improving the performance of risk calculation in life insurance industry.
An Excel integration of OpenGamma Strata.
Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
Building an PD, LGD and EAD Model for Financial Modeling.
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