Risk-First Software Development

An open source library for portfolio optimisation

Extensive and accessible COVID-19 data + forecasting for counties and hospitals. 📈

The full scope of IFRS 9 Impairment models including PD, LGD and EAD are provided. It also covers ECL, which is the combination of those three parameters as well as staging criteria.

Python code examples to support the Python for Actuaries webinars sponsored by ACTEX Learning

A very light weight dependency graph for systems with massive calculation complexities or scheduling systems

Bayesian Inference and parameter estimation in quant finance.

💹 A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities

A python framework for risk scoring

This is the official code for the paper RAP: Risk-Aware Prediction for Robust Planning: https://arxiv.org/abs/2210.01368

ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.

ETM enables the creation of detailed attack graphs and figures while calculating the risk associated with your attack narratives. ETM was built keeping NIST recommendations on threat matrices in mind. Features an API to interact on your data to act as a living database of your executed threat models.

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

Phishable is a project that logs misconfigured DNS that can be exploited to conduct phishing attacks & spoof domains. Phishable helps orgs investigate phishing campaigns, gauge third-party risk & mitigate these risks. All orgs on the list are exposed to higher risk of threat actors gaining initial entry to their org, supply chain, and customers.

A curated threat modeling library collection

Undergraduate thesis, Seoul National University Dept. of Economics — "Modeling Volatility and Risk Spillover Between the Financial Markets of US and China Using GARCH Value-at-Risk Forecasting and Granger Causality."

Extended Mathematical Programming in Julia

Classes for analysing and implementing equity portfolios in R.

⛑ Code for "Metabolomic profiles predict individual multi-disease outcomes" ⛑