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credit-risk

Here are 99 public repositories matching this topic...

minerva-ml / open-solution-home-credit

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Open solution to the Home Credit Default Risk challenge 🏡

python competition open-source machine-learning deep-learning pipeline neptune pipeline-framework python3 kaggle xgboost lightgbm feature-engineering reproducibility python35 credit-scoring reproducible-experiments credit-risk

Updated Jul 1, 2019
Python

toad

amphibian-dev / toad

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ESC Team's credit scorecard tools.

python3 data-analysis financial-analysis credit-scoring scorecard credit-risk toad

Updated Aug 17, 2021
Python

jalajthanaki / credit-risk-modelling

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Credit Risk analysis by using Python and ML

python machine-learning numpy scikit-learn pandas scipy credit-risk

Updated Nov 20, 2017
Jupyter Notebook

DROP

lakshmiDRIP / DROP

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Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

java statistical-learning bond portfolio-optimization fx market-risk loans interest-rates asset-allocation treasury fixed-income transaction-cost-analytics cva-dva-fva-kva-xva asset-backed credit-risk counterparty-risk corporates municipals emerging-market inflation-linked

Updated Aug 14, 2021
HTML

statcompute / mob

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Monotonic Optimal Binning in Consumer Credit Risk Scorecard Development

scorecard credit-risk

Updated Nov 7, 2020
R

open-risk / transitionMatrix

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Open

Adding possibility to rely on a column Date

1

Mill7 commented Jan 23, 2019

Hi,

Would it be possible to allow users to use the package on a dataset with dates (quarterly, monthly, ...)

Many thanks!

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enhancement good first issue

vishnukanduri / Credit-Risk-Modeling-in-Python

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Modeled the credit risk associated with consumer loans. Performed exploratory data analysis (EDA), preprocessing of continuous and discrete variables using various techniques depending on the feature. Checked for missing values and cleaned the data. Built the probability of default model using Logistic Regression. Visualized all the results. Computed Weight of Evidence and price elasticities.

python machine-learning tutorial numpy modeling machine-learning-algorithms pandas loans tutorial-code machine-intelligence loan-default-prediction credit-risk machinelearning-python dummy-variables matpllotlib

Updated Mar 31, 2020
Jupyter Notebook

ing-bank / skorecard

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Open

Docs: Optimizations

1

orchardbirds commented Jun 22, 2021

Create / update docs/howto/Optimizations.ipynb for grid searching
We should discuss what the options are + when to use which.

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documentation good first issue

Open

Docs: Update docs page for missing values

1

Open

Add feature importance method to Skorecard class

1

Find more good first issues →

open-risk / portfolioAnalytics

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Open

Output

gabagoolfool commented Mar 19, 2021

Where is output generated? Can you put up a walkthrough on where to enter data and where it gets put out? Sorry for lack of technicality and know-how. I'm brand new to this.

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good first issue

zhaoxingfeng / WOE

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Weight of Evidence，基于iv值最大思想求最优分箱

machine-learning iv scorecard woe credit-risk

Updated Oct 24, 2019
Python

credit_risk

brunokatekawa / credit_risk

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[Project repo] Improving business with a credit risk model

money banking banking-applications loan-default-prediction credit-risk credit-risk-assessment loan-prediction-analysis

Updated Oct 23, 2020
Jupyter Notebook

sestelo / sa_financial

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A short course on survival analysis applied to the financial industry

machine-learning r statistics analysis financial data-analysis survival default credit-scoring credit-risk

Updated Jul 17, 2018
HTML

RegaipKURT / Credit-Risk-Modelling

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learning data-science machine-learning risk machine modelling credit-scoring credit risk-modelling credit-risk

Updated Sep 21, 2020
Jupyter Notebook

xxzcool / scoremodel

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Credit scoring modeling toolbox based on R

r psi binning discretization credit-scoring iv scorecard scoring-models risk-management woe ks credit-risk

Updated Oct 18, 2018
R

joymnyaga / CreditAnalytics-Loan-Prediction

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A predictive model that uses several machine learning algorithms to predict the eligibility of loan applicants based on several factors

python machine-learning random-forest gradient-boosting-machine logistic-regression support-vector-machine predictive-analytics decision-tree naive-bayes-classification knn-classification credit-risk

Updated Oct 31, 2018
Python

hendrirach / financemasters

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Curriculum for Finance

education finance amazon coursera investment credit corporate-finance credit-risk private-equity

Updated Jan 4, 2021

Purvanshsingh / Google-Summer-of-Code-2021

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Final work report of Google Summer of Code 2021 with Hydra Ecosystem

opensource linked-data semantic-web hydra gsoc linkeddata semanticweb credit-risk gsoc2021

Updated Aug 19, 2021

open-risk / openSecuritisation

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Demonstrating technical elements in support of open source securitisation frameworks

yaml standards quantitative-finance cashflows credit-risk

Updated Jul 15, 2020
Python

ChengChen-Steven / Fraud-Detection-Credit-Card-Account-Origination

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This project commissions to examine the 100,000 credit card application data, detect abnormality and potential fraud in the dataset. All data manipulation and analysis are conducted in R. Featured analysis methods include Principal Component Analysis (PCA), Heuristic Algorithm and Autoencoder.

credit-card credit-card-fraud credit-risk

Updated Dec 2, 2020
R

open-risk / OpenCPM-Architecture

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A public repository to facilitate the discussion / development of OpenCPM

api credit-risk portfolio-management

Updated May 12, 2021
Python

nobelv / msc-dissertation-credit-risk-model

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MSc Dissertation on Credit Risk Modeling

cash-flow credit-risk risk-premium

Updated May 15, 2018
Python

englianhu / mortgage-repayment

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mortgage credit-scoring credit-risk

Updated Nov 3, 2017
HTML

wangy8989 / Bankruptcy-Prediction-using-Machine-Learning

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

python machine-learning neural-network logistic-regression support-vector-machines gradient-boosting-classifier naive-bayes-classification risk-modelling credit-risk bankruptcy-prediction

Updated Feb 12, 2020
Jupyter Notebook

anhdanggit / credit-model-tree

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By the data set from 'Give Me Some Credit' (2012), this work is to use it to illustrate some useful techniques in Credit Scoring Modelling, namely: GLM, SMOTE, CARET, CHAID, and MOB.

machine-learning modeling credit-risk

Updated Mar 14, 2019
HTML

l0o0 / rosaceae

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A python package for credit risk card.

iv scorecard woe credit-risk

Updated May 21, 2019
Python

open-risk / openRiskScore

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A python framework for credit risk modelling

credit-risk credi-scoring

Updated Oct 12, 2019

nchukalovskiy / bonds-risk

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Financial risks of bonds

data-science r mathematica valuation market-risk bonds fixed-income value-at-risk risk-management collateral credit-risk

Updated Dec 11, 2018
Mathematica

vjgpt / Home-Credit-Default-Risk

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Objective of this competition is to use historical loan application data to predict whether or not an applicant will be able to repay a loan.

banking lightgbm loan large-dataset gradient-boosting credit-risk

Updated Sep 7, 2018
Jupyter Notebook

open-risk / White_Papers

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A mirror of the open risk white paper collection

stress-testing risk-models portfolios credit-risk risk-profile federated-learning white-papers risk-taxonomies

Updated Jun 30, 2021

yakupkaplan / Home-Credit-Default-Risk

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In this project we try to predict home credit default risk for clients. We try to predict, if the client will have payment difficulties or not.

data-mining exploratory-data-analysis feature-engineering classification-model credit-risk datapreprocessing lightgbm-classifier

Updated Dec 31, 2020
Python

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