DUCKQUANT / THE QUANT & AI DIRECTORY
4,091 resources, ranked by in-directory PageRank
Audit-ready explainability artifacts (reason codes, model cards, drift checks) for scikit-learn investment & credit-risk models.
Credit Risk Modeling by creating Probability of Default (PD), Loss Given Default (LGD) & Exposure At Default (EAD) models for Credit Risk Management.
Credit Risk Modelling via Logistic Regression (R)
MSc Dissertation on Credit Risk Modeling
The alternative credit risk model focuses on the target group of customers with little or no credit history to evaluate customer credit risk assessment…
Credit risk modeling is a process used by financial institutions and lenders to quantify and assess the potential credit risk associated with lending money…
Contains the R code for the credit risk model done using Logistic Regression and Decision Trees
Leveraging data-driven approaches to mitigate Credit Risk and optimize financial strategies in the banking sector.
Predicting credit default risk on highly imbalanced data using machine learning. Implemented state-of-the-art models and evaluated results on real-world data.
Credit Risk Modeling for Retail Loans
Credit Risk Models for Scorecards, PD, LGD, EAD
High-performance binning library specifically designed for Credit Risk Modeling and Scorecard Development.
Reassessment of P2P Credit Risk Modeling with Macroeconomic Factors
Public repository by alardosa. Primary language: Jupyter Notebook.
Public repository by FranklinMa810. Primary language: Jupyter Notebook.
In this repository I document my learnings from the course on Udemy - udemy.com/course/credit-risk-modeling-in-python/
Credit Risk Modeling on AWS project
This is an tutorial on credit risk model designed for peer-to-peer lending (Internet finance)
Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.
[Project repo] Improving business with a credit risk model
This credit risk modeling project for a modest-scale finance company encompasses the entire process, from data collection and exploratory data analysis (EDA) to deployment.
Credit Risk Modeling to Compute Expected Loss of Loans (logistic regression, linear regression)
MLOps for deploying a Credit Risk model
Modeled the credit risk associated with consumer loans. Performed exploratory data analysis (EDA), preprocessing of continuous and discrete variables using various techniques depending on…
Credit-Risk Modelling Libraries
A comprehensive credit risk model and scorecard using data from Lending Club
A collection of awesome papers, articles and various resources on credit and credit risk modeling
Public repository by Trinabindu-Sen. Primary language: Jupyter Notebook.
Public repository by benphan0610. Primary language: Jupyter Notebook.
Market Risk : VaR & Expected Shortfall (ES)
A 1-day 99% Parametric Value at Risk (VaR) model with Basel regulatory backtesting and historical stress testing. It analyzes market risk on a cross-currency…
Public repository by choirinav. Primary language: Jupyter Notebook.
