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    566 repositories

    • redispatch-ml-forecasting

      Public
      Forecasting German redispatch volumes using time series models
      Jupyter Notebook
      •0•0•0•0•Updated Aug 11, 2026Aug 11, 2026

    • GNN_XAI_Stability

      Public
      Testing SHAP Stability under Distribution Shift in Graph-Enhanced Fraud Detection. Per-feature Jensen-Shannon explanation-stability framework with block-bootstr…
      Python
      •
      MIT License
      •0•0•0•0•Updated Aug 7, 2026Aug 7, 2026

    • Genus_proximum_cryptos

      Public
      This is a repository for the paper "Are Cryptos becoming alternative Assets?"
      MATLAB
      •2•0•0•0•Updated Aug 7, 2026Aug 7, 2026

    • AIDA2026

      Public
      AIDA Summer School 2026 — AI in Financial Risk Modelling: lecture deck, coding laboratory and Quantlets. Can pretrained models produce valid 1% VaR forecasts?
      Python
      •0•0•0•0•Updated Aug 7, 2026Aug 7, 2026

    • CBDC

      Public
      repo of CBDC
      Jupyter Notebook
      •0•0•0•0•Updated Aug 4, 2026Aug 4, 2026

    • MSR

      Public
      Measuring Statistical Risk
      Jupyter Notebook
      •1•0•0•0•Updated Aug 4, 2026Aug 4, 2026

    • Econometrics_R

      Public
      R
      •7•3•0•0•Updated Aug 2, 2026Aug 2, 2026

    • DEDA-HUB-Quantlets

      Public
      Jupyter Notebook
      •3•1•0•0•Updated Jul 31, 2026Jul 31, 2026

    • onchain-insights

      Public
      Data collection and analysis for onchain liquidity reserves for stablecoin pairs
      HTML
      •1•1•0•0•Updated Jul 27, 2026Jul 27, 2026

    • SYNCRISK

      Public
      SYNCRISK: label-free audit of effective diversity in AI risk-scoring panels — self-contained replication Quantlets
      Python
      •0•0•0•0•Updated Jul 25, 2026Jul 25, 2026

    • SPM

      Public
      Quantnet: SPM quantlets
      Jupyter Notebook
      •4•4•0•0•Updated Jul 18, 2026Jul 18, 2026

    • Conformal_Oracle

      Public
      Conformal VaR recalibration for time series foundation models and classical benchmarks — 10 models × 24 assets × 2000–2026
      Jupyter Notebook
      •
      Other
      •1•0•0•0•Updated Jul 15, 2026Jul 15, 2026

    • BTC-premia

      Public
      clustering of RND of BTC
      Python
      •
      MIT License
      •1•0•0•0•Updated Jul 14, 2026Jul 14, 2026

    • ATSSB_-USGDPGrowth

      Public
      Python
      •0•0•0•0•Updated Jul 10, 2026Jul 10, 2026

    • EarlyStopping

      Public
      This is the code used for the simulation of the paper.
      Python
      •1•0•0•0•Updated Jul 6, 2026Jul 6, 2026

    • DELPHI_pilot

      Public
      DELPHI (PN-IV-ID-PCE-2026-2) proof-of-concept: distribution-free joint (VaR, ES) calibration via the Fissler-Ziegel identification function, with held-out ident…
      Python
      •0•1•0•0•Updated Jul 6, 2026Jul 6, 2026

    • Shapley_Smoothing

      Public
      Jupyter Notebook
      •0•1•0•0•Updated Jul 6, 2026Jul 6, 2026

    • Early-Stopping-Regression-Tree

      Public
      Jupyter Notebook
      •0•0•0•0•Updated Jul 6, 2026Jul 6, 2026

    • Option-Risk-Premia

      Public
      Python
      •4•3•0•0•Updated Jul 5, 2026Jul 5, 2026

    • Spline-EMD-vs.-IRMF-Test

      Public
      Python
      •1•0•0•0•Updated Jul 4, 2026Jul 4, 2026

    • SPARC_localising

      Public
      Monte-Carlo diagnostic: localising estimation restores coverage of a systemic tail (VaR) functional under a regime shift (IDA proof-of-concept)
      Python
      •0•0•0•0•Updated Jun 26, 2026Jun 26, 2026

    • SPARC_FRMspillover

      Public
      FRM-style tail-connectedness index vs Diebold-Yilmaz total connectedness on a 12-asset digital-asset network (IDA proof-of-concept)
      Python
      •0•0•0•0•Updated Jun 26, 2026Jun 26, 2026

    • ATSSB-Applied-Time-Series-Solutions-Book

      Public
      Applied Time Series Solutions Book
      Jupyter Notebook
      •3•1•0•0•Updated Jun 25, 2026Jun 25, 2026

    • HMD_ES

      Public
      Replication code for: Finite-Sample Precision Limits for Expected Shortfall Forecast Comparisons
      Python
      •0•0•0•0•Updated Jun 24, 2026Jun 24, 2026

    • Crypto-index-coding-examples

      Public
      Data and codes for CL
      Jupyter Notebook
      •2•0•0•0•Updated Jun 21, 2026Jun 21, 2026

    • Crypto-index-coding-eamples

      Public
      Data and codes for CL
      Jupyter Notebook
      •2•0•0•0•Updated Jun 21, 2026Jun 21, 2026

    • MVA

      Public
      Quantnet: MVA quantlets
      Jupyter Notebook
      •43•25•0•7•Updated Jun 18, 2026Jun 18, 2026

    • CARDI

      Public
      Measuring Carbon Risk Dynamics
      R
      •1•0•0•0•Updated Jun 8, 2026Jun 8, 2026

    • TSFM_VaR_CEE

      Public
      Benchmarking time-series foundation models for VaR/ES forecasting in CEE markets, with conformal calibration and Basel backtesting.
      Jupyter Notebook
      •
      Other
      •1•0•0•0•Updated May 31, 2026May 31, 2026

    • TSA

      Public
      Time Series Analysis
      Jupyter Notebook
      •1•0•0•0•Updated May 24, 2026May 24, 2026
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