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@Banking-Analytics-Lab Banking Analytics Lab @ Western University

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    14 repositories

    • GeoClaimFrequency

      Public
      Code for Alfonso-Sanchez et al. (2025)
      Jupyter Notebook
      •0•0•0•0•Updated Apr 10, 2026Apr 10, 2026

    • DLinBankingBook

      Public
      Repository for Deep Learning in Banking book, by Bravo, Maldonado and Óskarsdóttir (2025)
      Jupyter Notebook
      •
      Apache License 2.0
      •0•4•0•0•Updated Mar 20, 2026Mar 20, 2026

    • deep-learning-in-banking-book-web

      Public
      TypeScript
      •0•1•0•0•Updated Jan 14, 2026Jan 14, 2026

    • GAT-LSTM-ATT

      Public
      Graph Neural Networks for Mortgage Risk
      Jupyter Notebook
      •
      Apache License 2.0
      •2•4•0•0•Updated Nov 19, 2025Nov 19, 2025

    • graph_port

      Public
      Portfolio optimisation for midcap companies using GATs
      Python
      •0•1•0•0•Updated Sep 24, 2025Sep 24, 2025

    • BreakingBarriers

      Public
      Code of the paper Breaking Barriers: Unveiling Gender Disparities in Corporate Board Career Paths Using Deep Learning, by Zhou et al. (2025)
      Python
      •
      GNU Affero General Public License v3.0
      •1•0•0•0•Updated Sep 16, 2025Sep 16, 2025

    • CreditLimitAdjustmentRL

      Public
      Credit limit adjustment using Reinforcement Learning
      Python
      •0•0•0•0•Updated Jun 6, 2025Jun 6, 2025

    • EMP

      Public
      EMP R Package
      R
      •1•1•0•0•Updated May 8, 2025May 8, 2025

    • RatingMultimodalVolatilityNetworks

      Public
      Code for the paper on Credit Risk Ratings Using Multimodal Volatility-Enhanced Neural Networks
      Python
      •
      Apache License 2.0
      •0•0•0•0•Updated May 2, 2025May 2, 2025

    • MultimodalFusionRatings

      Public
      Code for Tavakoli et al. (2025) paper on multimodal and information fusion strategies for credit rating modelling.
      Jupyter Notebook
      •
      GNU General Public License v3.0
      •6•13•0•0•Updated Feb 13, 2025Feb 13, 2025

    • mulp

      Public
      Multilayer PageRank algorithm presented in Bravo and Óskarsdóttir (2020) and Óskarsdóttir and Bravo (2021).
      Python
      •
      GNU General Public License v3.0
      •1•3•0•0•Updated Nov 15, 2024Nov 15, 2024

    • INFLECT

      Public
      Code for the paper Tiukhova et al. (2023) on Influencer Prediction with Graph Neural Networks
      Python
      •
      GNU General Public License v3.0
      •0•5•1•0•Updated Jul 16, 2024Jul 16, 2024

    • DynamicGraphLearning

      Public
      Code used in Tiukhova et al. (2022). Influencer Detection with Dynamic Graph Neural Networks. TGL@Neurips 2022.
      Python
      •0•11•0•0•Updated Feb 9, 2023Feb 9, 2023

    • EMP-Py

      Public
      EMP package for python
      Python
      •1•5•0•0•Updated Jun 10, 2022Jun 10, 2022
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