max-fitzpatrick/Credit-scoring-model

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Created about 7 years ago
Updated about 7 years ago

max-fitzpatrick/Credit-scoring-model

max-fitzpatrick

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Credit scoring machine learning algorithm which predicts probability of default

bond_pricer

Python class and jupyter iPython notebook for pricing a fixed coupon bond

Jupyter Notebook

Machine_learning_trading_algorithm

Master's degree project: Development of a trading algorithm which uses supervised machine learning classification techniques to generate buy/sell signals

LOI_OKUN_PROJET

Master's degree project analysing and verifying Okun's law

Kaggle-Titanic-dataset-machine-learning

Applying machine learning to Kaggle's Titanic survival dataset

Jupyter Notebook

Historical_VaR_iPython_notebook

iPython notebook which allows the calculation of historical VaR for a variable range of user defined US equities. The lookback period is manually user defined.

Jupyter Notebook

Black_SCHOLES_MERTON_OPTION_PRICER

Excel spreadsheet and associated VBA code for calculating European option prices, their greeks, and a range of graphs.