There are 11 repositories under credit-risk topic.
ESC Team's credit scorecard tools.
Open solution to the Home Credit Default Risk challenge :house_with_garden:
Credit Risk analysis by using Python and ML
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
Statistical analysis and visualization of state transition phenomena
Curriculum for Finance
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.
Monotonic Optimal Binning in Consumer Credit Risk Scorecard Development
A python framework for risk scoring
A Python library for generating analytic tests for credit portfolio loss distributions
Using various machine learning models to predict whether a company will go bankrupt
A predictive model that uses several machine learning algorithms to predict the eligibility of loan applicants based on several factors
[Project repo] Improving business with a credit risk model
Application of Markov Chain in Finance
Monotonic Optimal Binning algorithm is a statistical approach to transform continuous variables into optimal and monotonic categorical variables.
Credit Risk Modeling to Compute Expected Loss of Loans (logistic regression, linear regression)
Demonstrating technical elements in support of open source securitisation frameworks
A short course on survival analysis applied to the financial industry
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.
A mirror of the Open Risk white paper collection
Credit scoring modeling toolbox based on R
Credit Card Fraud Detection Project
A public repository to facilitate the discussion / development of OpenCPM
An R package for building state transition matrices
MSc Dissertation on Credit Risk Modeling
Final work report of Google Summer of Code 2021 with Hydra Ecosystem
在完成机器学习课程后,自己针对GBDT,XGboost等在反欺诈/反洗钱领域常用的模型再进行了自学所做出的结果,对课上的作业项目代码进行了进一步的提升和优化。
Should you get a loan? Will you pay on time?