A framework for financial systemic risk valuation and analysis.

Financial research data services for academics.

This repository contains the codes for the paper "Machine-Learning-enhanced Systemic Risk Measure: A Two-Step Supervised Learning Approach" (by R. Liu and C.S. Pun)

Official implementation of "Predicting Systemic Risk in Financial Systems Using Deep Graph Learning"

Some codes used for the numerical examples proposed in https://arxiv.org/abs/1803.00445

SOAP - A Tool for Uncovering Filter Bubbles on Very Large Online Platforms

Source code, data and plots for our paper "Analysis of Large Market Data Using Neural Networks: A Causal Approach"

An open-source platform for modeling systemic climate transition risks in financial systems. Developed by CFA Institute RPC & UK CGFI

Algorithm for reconstructing topology of complex networks from a limited number of links (Bootstrapping method)

This repository contains the code and implementation for a master's thesis on using deep learning techniques to model systemic risk in financial systems with non-normal risk factors.