MBKraus/Solvency_II_Equity_Risk_Capital_Charge

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Created over 6 years ago
Updated over 6 years ago

MBKraus/Solvency_II_Equity_Risk_Capital_Charge

MBKraus

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Python script for calculating the (type I) equity risk solvency capital charge ("SCR") under Solvency II

Predicting_real_estate_prices_using_scikit-learn

Predicting Amsterdam house / real estate prices using Ordinary Least Squares-, XGBoost-, KNN-, Lasso-, Ridge-, Polynomial-, Random Forest-, and Neural Network MLP Regression (via scikit-learn)

incremental_training

Repo that relates to the Medium blog 'Keeping your ML model in shape with Kafka, Airflow' and MLFlow'

Python_Portfolio__VaR_Tool

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)

dockerized_data_science_playground

Multi-docker container data science / engineering playground (w/ Kafka, Airflow, MLFlow, Tensorflow-Keras / SKLearn) for simulating a microservices-oriented architecture

Hyperopt

Repo that relates to the Medium blog 'Using Bayesian Optimization to reduce the time spent on hyperparameter tuning'

Jupyter Notebook

Solvency_II_Spread_Risk_Capital_Charge

Python script for calculating the spread risk solvency capital charge ("SCR") for a bond portfolio under Solvency II (along the standard formula)

Django-local-community-football-platform

Web-based local community football platform built on the Django web framework (with the help of Python, Bootstrap3, GeoPy, and GoogleMaps-API)

Mean_Variance_Portfolio_Optimization_with_Carbon_Intensity_Constraints

Python script for single period Mean-Variance Optimization (MVO) with scope 1+2 carbon intensity constraints

Amsterdam-Airport-Schiphol-Flight-Data-App

Basic API-sourced python-based flight data widget for retrieving arrival and departures data for Amsterdam Airport Schiphol (along a GUI constructed with wxPython)