A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.

Python toolkit for quantitative finance

CISO Assistant is a one-stop-shop for GRC, covering Risk, AppSec and Audit Management and supporting +46 frameworks worldwide: NIST CSF, ISO 27001, SOC2, CIS, PCI DSS, NIS2, CMMC, PSPF, GDPR, HIPAA, Essential Eight, NYDFS-500, DORA, NIST AI RMF, 800-53, 800-171, CyFun, CJIS, AirCyber and so much more

CISO360.AI

Open-source infrastructure and data orchestration platform for risk decisioning

This project aims to predict credit risk for individuals applying for loans, classifying whether they will default based on features such as age, income, employment length, loan amount, interest rate, percentage of income, credit length, home ownership, and loan intent.

This project performs a Monte Carlo simulation to estimate the future value of a stock portfolio based on historical data. By calculating mean returns and the covariance matrix, it simulates potential portfolio performance over time, helping investors understand possible outcomes and risks. It includes risk assessment metrics and portfolio optimiz.

An R package for building state transition matrices

A set of Excel worksheets and tables used for identifying managing and tracking risk for a program or portfolio.

Jube is an open-source software designed for monitoring transactions and events. It offers a range of powerful features including real-time data wrangling, artificial intelligence, decision making, and case management. Jube's exceptional performance is particularly evident in its application to fraud prevention and abuse detection scenarios.

Curated list of resources for security Governance, Risk Management, Compliance and Audit professionals and enthusiasts (if they exist).

A python-based tool designed for simulating different phases: network scanning, vulnerability assessment, exploitation, and report generation.

Agile Threat Modeling Toolkit

8 Lessons, Kick-start Your Cybersecurity Learning.

Equinox is an open source platform that supports the holistic risk management of sustainable finance projects

Team members: Rawan AboAlqaraya, Seda Betül Gül, Songül Kurgan, Fırat Arıkkan, Adile Güngör - Akıllı Tarım Yönetim Sistemi (ATYS) projesi için repo

A Portfolio Object to automatically do portfolio optimization and statistics on historical stock data from Yahoo! Finance in Rstudio

Transparent and Efficient Financial Analysis

This library simulates and optimises Two-Stage and Multi-Stage policies for assemble-to-order problems. Specifically, this strategy allows the manufacture of the components under demand uncertainty, while assembling end items only after demand is realised.

Here are a few projects from UCONN as well as for DAE/Cyber/GRC