risk-modeling-tools 0.0.9
Tools for credit risk scoring models development and portfolio management
License: MIT
Keywords: credit,risk,modeling,scoring,binning

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  <h3 align="center">Risk Modeling Tools</h3>

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<!-- TABLE OF CONTENTS -->
<details>
  <summary>Table of Contents</summary>
  <ol>
    <li>
      <a href="#about-the-project">About The Project</a>
      <ul>
        <li><a href="#built-with">Built With</a></li>
      </ul>
    </li>
    <li>
      <a href="#getting-started">Getting Started</a>
      <ul>
        <li><a href="#prerequisites">Prerequisites</a></li>
        <li><a href="#installation">Installation</a></li>
      </ul>
    </li>
    <li><a href="#usage">Usage</a></li>
    <li><a href="#roadmap">Roadmap</a></li>
    <li><a href="#contributing">Contributing</a></li>
    <li><a href="#license">License</a></li>
    <li><a href="#contact">Contact</a></li>
    <li><a href="#acknowledgments">Acknowledgments</a></li>
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<!-- ABOUT THE PROJECT -->
## About The Project

There are many great libraries providing credit risk analysis tools on github. \
However, I couldn't find one that can cover all my needs. Hope you'll find it useful for your projects.

Here are the tools available in the library:
* Binning tool for both categorical and numerical features
* Feature selection tool for linear regression
* Basic optimization algorithms for credit portfolio management



### Built With

Here are the libraries used for the project.

* [numpy](https://numpy.org/)
* [pandas](https://pandas.pydata.org/)
* [scikit-learn](https://scikit-learn.org/)

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<!-- GETTING STARTED -->
## Getting Started

### Prerequisites

For using the library you need the following things
* python 3
* install pip or clone the git repository

### Installation

Bellow is the installation command using pip

   ```sh
   pip install risk-modeling-tools
   ```


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## Usage

The library may be used for scoring models developing and credit risk analysis

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## Roadmap

- [x] Add Changelog
- [ ] Add Additional Templates w/ Examples

See the [open issues](https://github.com/mgrts/risk_modeling_tools) for a full list of proposed features (and known issues).

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## Contributing

Contributions are what make the open source community such an amazing place to learn, inspire, and create. Any contributions you make are **greatly appreciated**.

If you have a suggestion that would make this better, please fork the repo and create a pull request. You can also simply open an issue with the tag "enhancement".
Don't forget to give the project a star! Thanks again!

1. Fork the Project
2. Create your Feature Branch (`git checkout -b feature/AmazingFeature`)
3. Commit your Changes (`git commit -m 'Add some AmazingFeature'`)
4. Push to the Branch (`git push origin feature/AmazingFeature`)
5. Open a Pull Request

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<!-- LICENSE -->
## License

Distributed under the MIT License. See `LICENSE.txt` for more information.

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<!-- CONTACT -->
## Contact

Mikhail Gritskikh - [@m_gritskikh](https://twitter.com/m_gritskikh) - m.gritskikh@gmail.com

Project Link: [https://github.com/mgrts/risk_modeling_tools](https://github.com/mgrts/risk_modeling_tools)

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<!-- ACKNOWLEDGMENTS -->
## Acknowledgments

Some useful links for better understanding

* [Score Cards](https://medium.com/@yanhuiliu104/credit-scoring-scorecard-development-process-8554c3492b2b)
* [WoE and IV](https://www.analyticsvidhya.com/blog/2021/06/understand-weight-of-evidence-and-information-value/)

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Change Log
==========

0.0.1 (12/05/2021)
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- First Release