DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 13,825–13,860 of 14,444 resources
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.
VaR framework with GARCH, backtesting, and stress testing
Public repository by selimabll1. Primary language: Python.
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.
Simulated 1-day 99% Monte Carlo VaR with Basel III regulatory backtesting
Decomposing the US equity premium into overnight and intraday returns: replication, stress tests and transaction-cost analysis (SPY 1993-2026)
Decomposing Post-Earnings-Announcement Drift (PEAD) across 5 factor models. Features TAQ transaction-cost analysis, WRDS integration, and block bootstrapping.
Estimate MegaETH gas costs with dual compute and storage metrics, comparing fees to Ethereum L1 for accurate transaction cost analysis.
An optimal execution and transaction cost analysis engine: implementation shortfall decomposition, market impact calibration, and Almgren-Chriss trajectories.
Mini BestEx: equity tick/minute ingestion -> partitioned Postgres -> TWAP/VWAP execution simulation -> Transaction Cost Analysis dashboard.
Evidence-backed case study of strategy evaluation, backtesting, and transaction-cost analysis in IMC Prosperity 4.
Deterministic OCaml and Python lab for institutional execution, order-book simulation and transaction cost analysis.
Cross-sectional momentum strategy with robustness testing, transaction cost analysis, and factor attribution.
