Python Generic Code (Probability of Default Model Development, Validation and Testing):
In the link below:
1- PD_Factors.csv: CSV with factors and required data
2- PD_Model_Generic_Python (Doc and PDF): Python generic code (as in steps)
3- PD_Estimate_Steps_Python: Steps in word as in Screenshot below
Sunday, August 27, 2023
Python Generic Code (Probability of Default Model Development, Validation and Testing):
Subscribe to:
Post Comments (Atom)
R3 chase - Pursuit
Incorporating IPCC Climate Projections into Probability of Default:
For a detailed description od theory and excel worbook example, refer to the attached link https://drive.google.com/drive/folders/1vAcH8ge...
-
Excel (Macro enable workbook) and VBA code: https://drive.google.com/drive/folders/18tIKLLg8MfJ2MYDjLPAWHspEbApVIpGz?usp=sharing PCA: Eige...
-
Huber M-estimation is a robust regression technique used to address the influence of outliers on model parameters. It is used to calculate...
-
Martingale- Martingales are a class of real-valued stochastic processes in discrete time: Brownian Motion, Brownian Motion with drift, Wal...
No comments:
Post a Comment