GitHub - SiruiJi/ml4frm: Machine learning for financial risk management

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Name		Name	Last commit message	Last commit date
Latest commit History 6 Commits
AMD.csv		AMD.csv
Corporate_Governance_Risk_Measure.py		Corporate_Governance_Risk_Measure.py
Credit_risk_PD_estimation_with_Deep_Learning.py		Credit_risk_PD_estimation_with_Deep_Learning.py
Credit_risk_PD_estimation_with_Neural_Network.py		Credit_risk_PD_estimation_with_Neural_Network.py
Credit_risk_PD_estimation_with_Random_Forest.py		Credit_risk_PD_estimation_with_Random_Forest.py
Credit_risk_PD_estimation_with_SVM.py		Credit_risk_PD_estimation_with_SVM.py
Credit_risk_PD_estimation_with_logistic_regression.py		Credit_risk_PD_estimation_with_logistic_regression.py
Credit_risk_bucketing.py		Credit_risk_bucketing.py
DL4TimeSeries_LSTM.py		DL4TimeSeries_LSTM.py
DL4TimeSeries_RNN.py		DL4TimeSeries_RNN.py
FF3_vs._hmm.py		FF3_vs._hmm.py
Interest Rate Swap Exposure Estimation.py		Interest Rate Swap Exposure Estimation.py
Liquidity_Risk_Gaussian_Mixture_Model.py		Liquidity_Risk_Gaussian_Mixture_Model.py
Liquidity_Risk_Market_Impact_Based_Liquidity_Measures.py		Liquidity_Risk_Market_Impact_Based_Liquidity_Measures.py
Liquidity_Risk_Price_Impact_Based_Liquidity_Measures.py		Liquidity_Risk_Price_Impact_Based_Liquidity_Measures.py
Liquidity_Risk_Volume_Based_Liquidity_Measures.py		Liquidity_Risk_Volume_Based_Liquidity_Measures.py
Liquidiy_Risk_Transaction_Cost_Based_Liquidity_Measures.py		Liquidiy_Risk_Transaction_Cost_Based_Liquidity_Measures.py
Market_Risk_FHS_VaR.py		Market_Risk_FHS_VaR.py
Market_Risk_HS_VaR.py		Market_Risk_HS_VaR.py
Market_Risk_MCFHS_VaR.py		Market_Risk_MCFHS_VaR.py
Market_Risk_Paramater_VaR_with_Risk_Metrics.py		Market_Risk_Paramater_VaR_with_Risk_Metrics.py
Market_Risk_VaR.py		Market_Risk_VaR.py
Market_Risk_denoised_VaR.py		Market_Risk_denoised_VaR.py
Operational_Risk_#Auto_encoders.py		Operational_Risk_#Auto_encoders.py
Operational_Risk_#SOM.py		Operational_Risk_#SOM.py
Operational_Risk_Decision_Tree.py		Operational_Risk_Decision_Tree.py
Operational_Risk_Logistic_Regression.py		Operational_Risk_Logistic_Regression.py
Operational_Risk_Random_Forest.py		Operational_Risk_Random_Forest.py
Operational_Risk_XGBoost.py		Operational_Risk_XGBoost.py
Operational_Risk_intro_to_data.py		Operational_Risk_intro_to_data.py
Operational_Risk_model_cost_based_evaluation.py		Operational_Risk_model_cost_based_evaluation.py
Relation_of_return_risk_for_stock.py		Relation_of_return_risk_for_stock.py
Synthetic_Data_Generation.py		Synthetic_Data_Generation.py
Time_Series_modeling_ARIMAl.py		Time_Series_modeling_ARIMAl.py
Time_Series_modeling_appiled_ar_model.py		Time_Series_modeling_appiled_ar_model.py
Time_Series_modeling_auto_regressive_model.py		Time_Series_modeling_auto_regressive_model.py
Time_Series_modeling_intro_financial_time_series.py		Time_Series_modeling_intro_financial_time_series.py
Time_Series_modeling_moving_average_model.py		Time_Series_modeling_moving_average_model.py
Volatility_prediction_ARCH.py		Volatility_prediction_ARCH.py
Volatility_prediction_EGARCH.py		Volatility_prediction_EGARCH.py
Volatility_prediction_GARCH.py		Volatility_prediction_GARCH.py
Volatility_prediction_GJR-GARCH.py		Volatility_prediction_GJR-GARCH.py
Volatility_prediction_NN_Deep_Learning.py		Volatility_prediction_NN_Deep_Learning.py
Volatility_prediction_SVR-GARCH.py		Volatility_prediction_SVR-GARCH.py
Volatulity_prediction_Neural_Networks.py		Volatulity_prediction_Neural_Networks.py
german_credit_data.csv		german_credit_data.csv

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