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)

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

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

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.