systemic-risk

There are 0 repository under systemic-risk topic.

• TommasoBelluzzo / SystemicRisk

  A framework for systemic risk valuation and analysis.

  financial-analysisfinancial-datafinancial-institutionsfinancial-marketsnetwork-analysisquantitative-analysisquantitative-financequantitative-methodsrisk-analysisrisk-managementrisk-modelssystemic-risktime-seriestime-series-analysistime-series-econometrics
  Language:MATLAB 147
• frds

  mgao6767 / frds

  Financial research data services for academics.

  corporate-financeacademicfinancemeasuresbankingsystemic-risksriskgarchgarch-cccgarch-dccpin
  Language:Python 68

• cspun / MLE-SRISK

  This repository contains the codes for the paper "Machine-Learning-enhanced Systemic Risk Measure: A Two-Step Supervised Learning Approach" (by R. Liu and C.S. Pun)

  systemic-riskmachine-learning-algorithms
  Language:Python 11

• comeh / Qknn_algo

  Some codes used for the numerical examples proposed in https://arxiv.org/abs/1803.00445

  quantizationsystemic-risk
  Language:Julia 4

• vibalcam / gnn-systemic-risk

  Predicting Systemic Risk in Financial Systems Using Deep Graph Learning

  classes-to-regressiongnnsystemic-risk
  Language:Jupyter Notebook 4

• marcaureledivernois / firm-network

  Source code, data and plots for our paper "Analysis of Large Market Data Using Neural Networks: A Causal Approach"

  granger-causalitynetwork-analysisrecurrent-neural-networksystemic-risk
  Language:Python 3

• nmusmeci / graph-reconstruction-algorithm

  Algorithm for reconstructing topology of complex networks from a limited number of links (Bootstrapping method)

  data-sciencestatistical-inferencenetwork-analysiscomplex-networksnetwork-reconstruction-algorithmalgorithmarxivcomplexitysystemic-risk
  0