ARCH models in Python

AI-Native Risk Intelligence Systems, OpenDeRisk——Your application system risk intelligent manager provides 7* 24-hour comprehensive and in-depth protection.

OpenQuake Engine: a software for Seismic Hazard and Risk Analysis

A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.

InaSAFE - QGIS plugin for estimating impact from natural disasters

An Ethical Trajectory Planning Algorithm for Autonomous Vehicles

A tool for quantitative risk analysis of Android applications based on machine learning techniques

Loss modelling framework.

Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)

Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.

Tools for creating and working with aggregate probability distributions.

"Very simple but works well" Computer Vision based ID verification solution provided by LibraX.

Thesis project about Unsupervised anomaly detection on the streaming time-series data of porfolio risk measures and returns.

BlackRock Hackathon Award: STRAT brings professional risk management from BlackRock to individual investors looking to diversify & learn.

PutPremiumProcessor is a Python option screener with a custom formula to score options based on their risk to reward. I created this to find puts that pay good premium for the risk.

Monotonic Optimal Binning algorithm is a statistical approach to transform continuous variables into optimal and monotonic categorical variables.

Sweet Summer Child Score: A risk assessment quiz for automation and ML

Code that implements Factor Analysis of Information Risk (FAIR) using Markov Chain Monte Carlo (via PyMC) to determine the frequency of successful attacks.

TriFlow: Triaging Android Applications using Speculative Information Flows