IRB Model Validation - Technical Aspects of Automated Reports
#rstat #python #irb
github.com/andrija-djur...
09.02.2025 12:31 โ ๐ 1 ๐ 0 ๐ฌ 0 ๐ 0
๐๐ก๐ ๐๐๐จ๐ง๐จ๐ฆ๐ข๐ ๐๐๐ฅ๐ฎ๐ ๐จ๐ ๐๐ซ๐๐๐ข๐ญ ๐๐๐ญ๐ข๐ง๐ ๐๐ฒ๐ฌ๐ญ๐๐ฆ๐ฌ - ๐๐ฎ๐๐ง๐ญ๐ข๐๐ฒ๐ข๐ง๐ ๐ญ๐ก๐ ๐๐๐ง๐๐๐ข๐ญ๐ฌ ๐จ๐ ๐๐ฆ๐ฉ๐ซ๐จ๐ฏ๐ข๐ง๐ ๐๐ง ๐๐ง๐ญ๐๐ซ๐ง๐๐ฅ ๐๐ซ๐๐๐ข๐ญ ๐๐๐ญ๐ข๐ง๐ ๐๐ฒ๐ฌ๐ญ๐๐ฆ
github.com/andrija-djur...
18.01.2025 07:33 โ ๐ 0 ๐ 0 ๐ฌ 0 ๐ 0
The Vasicek Distribution (Probability of Default Models) - The Functional Form and Parameters Estimation Methods
github.com/andrija-djur...
11.01.2025 09:52 โ ๐ 0 ๐ 0 ๐ฌ 0 ๐ 0
Consequences of Autocorrelation for OLS Regression (R & Python code)
github.com/andrija-djur...
10.01.2025 07:44 โ ๐ 0 ๐ 0 ๐ฌ 0 ๐ 0
Consequences of Multicollinearity for OLS Regression (R & Python code)
github.com/andrija-djur...
08.01.2025 21:56 โ ๐ 0 ๐ 0 ๐ฌ 0 ๐ 0
Consequences of Heteroscedasticity for OLS Regression
github.com/andrija-djur...
23.12.2024 18:40 โ ๐ 0 ๐ 0 ๐ฌ 0 ๐ 0
Consequences of Violating the Normality Assumption for OLS Regression
github.com/andrija-djur...
21.12.2024 08:08 โ ๐ 2 ๐ 0 ๐ฌ 0 ๐ 0
Likelihood Approaches to Low Default Portfolios - Adjustment of Alan Forrest's Method to the Multi-Year Period Design
My preferred approach for LDP and my adaptation of Forrestโs method.
github.com/andrija-djur...
15.12.2024 12:04 โ ๐ 2 ๐ 0 ๐ฌ 0 ๐ 0
Low Default Portfolios - Conservative Estimation of Default Probabilities
github.com/andrija-djur...
#rstats #paython
12.12.2024 12:46 โ ๐ 2 ๐ 0 ๐ฌ 0 ๐ 1
Effective interest rate using R and Python
Effective interest rate using R and Python
andrija-djurovic.github.io/adsfcr/effec...
#rstats #python
11.12.2024 14:56 โ ๐ 3 ๐ 1 ๐ฌ 0 ๐ 0
Loan repayment plan using R and Python
Loan repayment plan using R and Python
andrija-djurovic.github.io/adsfcr/loan_...
#rstats #python
10.12.2024 11:38 โ ๐ 0 ๐ 0 ๐ฌ 0 ๐ 0
Two more R books :)
leanpub.com/pdrmwr
leanpub.com/adsfcr
09.12.2024 07:24 โ ๐ 1 ๐ 0 ๐ฌ 1 ๐ 0
๐ฅ๐ถ๐๐ธ-๐ช๐ฒ๐ถ๐ด๐ต๐๐ฒ๐ฑ ๐๐๐๐ฒ๐๐ ๐ฎ๐ ๐ฎ ๐๐๐ป๐ฐ๐๐ถ๐ผ๐ป ๐ผ๐ณ ๐ฃ๐ฟ๐ผ๐ฏ๐ฎ๐ฏ๐ถ๐น๐ถ๐๐ ๐ผ๐ณ ๐๐ฒ๐ณ๐ฎ๐๐น๐
Beyond the standard use of RWA formulas for determining minimum capital requirements, RWA can support model validation by highlighting the impact of potential shortfall of a specific model aspect.
github.com/andrija-djur...
#creditrisk
08.12.2024 06:03 โ ๐ 0 ๐ 0 ๐ฌ 0 ๐ 0
๐๐ฅ๐ ๐ฃ๐ ๐ฃ๐ฒ๐ฟ๐ถ๐ผ๐ฑ๐ถ๐ฐ ๐ ๐ผ๐ฑ๐ฒ๐น ๐ฉ๐ฎ๐น๐ถ๐ฑ๐ฎ๐๐ถ๐ผ๐ป - ๐ค๐๐ฎ๐ป๐๐ถ๐๐ฎ๐๐ถ๐๐ฒ ๐ง๐ฒ๐๐๐ถ๐ป๐ด
Check out my presentation for an overview of the most common quantitative procedures used in periodic PD model validation.
github.com/andrija-djur...
07.12.2024 08:34 โ ๐ 3 ๐ 0 ๐ฌ 0 ๐ 0
Bayesian and computational statistics. R and Python. MSc in Statistics. PhD in theoretical physics. ICU & Anaesthetics. Health inequity and inequality. Donโt debate with fascists - they want us dead. Everybody counts, or nobody counts.๐๐ณ๏ธโโง๏ธ๐ต๐ธ
Director of bioinformatics at AstraZeneca. subscribe to my youtube channel @chatomics. On my way to helping 1 million people learn bioinformatics. Educator, Biotech, single cell. Also talks about leadership.
tommytang.bio.link
Reads, runs, looks out for birds, teaches data analysis methods in Psychology at Lancaster University, researches individual differences in reading and language; he/him/his
nd authors, Darknet premium members #sharingisthenewlearning Von nichts zuviel=Nothing in excess=a little bit of everything
they/them, 1st & 2nd Shalan theorem:
(0.5d(mยฒ-1))ยฒ+dยฒmยฒ=(a+d)ยฒ (d=c-a<=aยฒ+bยฒ=cยฒ)
(0.5d(((4mยณ-1)/3)โฐยทโต-1))ยณ+dยณmยณ=(a+d)ยณ
IT girl (Genexus, .Net, R and SQL) | Teaching R to students with no programming background | Contributed to the Metadocencia Community and Training Teams | @rladiesrciactes co-organizer
Research Professor | Founder https://www.mindlinkor.com/ | https://github.com/mctrinh | https://x.com/_mctrinh | ๐ป๐ณ ๐ฐ๐ท ๐ญ๐ฐ ๐ฎ๐น ๐บ๐ธ ๐ฏ๐ต
Landscape and nature photography. Based in the United States, Seattle Area.
Website: https://nature.valeter.net/
IG: https://www.instagram.com/valeter_/
FB: https://www.facebook.com/ValeTerPhotography
R Shiny Consultant + Founder of Free State Analytics
I post about R Shiny, business, and economics
Credit Scoring, climate risk, social justice, financial inclusion, Liverpool FC
๐จ๐บ๐บ๐ธ Lawprof at UCI Law
All things debt & credit with social science methods: consumer law, bankruptcy, access to justice.
Co-Dir @UC-SLLI.bsky.social
Co-PI @DebtCollectionLab.bsky.social
Cats, bikes, kdramas - she/ella
A technical product/project manager, data wrangler (Python, R, SQL, Power BI) working in K-12 and Autism services. Game developer hobbyist. Listening more than talking. Based in Philadelphia. #rstats #pydata #PowerBI #IndieDev
Bioinformรกtico, biรณlogo molecular, profe y lector empedernido
Now in the private sector - working at the intersection of natural catastrophes and capital markets at Moodyโs RMS. All opinions my own.
โค๏ธ๐ | ๐ฃ๏ธDE|EN|FR | #rstats | #econsky
rworks.dev #rstats community blog, edited by @RevoJoe & @ivelasq3
Editor for #Statistics, #RStats and #DataScience books at Chapman & Hall/CRC Press. The usual caveats apply, views are my own. https://www.routledge.com/statistics
Dr Rohin Francis. Consultant cardiologist with a sub-specialisation in useless videos, found on YouTube and Nebula. Less funny than placebo (p<0.05)
Dad, doctor, dork
Carnivore Ecologist ๐
๐๐ฆ๐ฆจ๐ฆฆ๐พ
Data scientist ๐ฉ๐ปโ๐ป
Latina in STEM ๐ฌ๐น
rstats, ecology, Bayesian stats.
gabspalomo.github.io
