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hazard-rate

Here are 6 public repositories matching this topic...

732jhy / cdstools

For calculating CDS spreads and bootstrapping hazard rates from CDS spreads

python bootstrap cds hazard-rate credit-default-swaps

Updated Oct 26, 2020
Python

bayespredicts

davccavalcante / bayespredicts

Forecast time-to-failure and restart agents and infrastructure before they fail, Bayesian survival analysis, zero-dependency, TypeScript-first.

nodejs typescript reliability-engineering mcp edge openai survival-analysis bayesian sre observability mtbf weibull predictive-maintenance censored-data time-to-failure hazard-rate llm anthropic restart-advisor

Updated Jun 23, 2026
TypeScript

JRigh / Gamma-distribution-estimation

Method of Moments (MoM) estimation for the univariate Gamma distribution

r reliability python3 gamma-distribution method-of-moments hazard-rate

Updated Jul 23, 2023
Jupyter Notebook

DiogoRibeiro7 / Bayesian-On-line-Learning-of-the-Hazard-Rate

Python implementations of Bayesian on-line changepoint detection that estimate changepoint locations by learning the hazard rate.

python time-series bayesian-inference online-learning changepoint-detection hazard-rate

Updated Sep 26, 2026
Python

Milanpeter-77 / Coursework-Credit-Default-Swap-Stripping

CDS curve stripping project comparing a simplified hazard-rate approximation with an exact iterative pricing-based model under different interest rate scenarios.

cds fixed-income risk-modeling hazard-rate

Updated Feb 25, 2026
Jupyter Notebook

Louis-Pochet / market-implied-credit-risk

Market-implied default risk and CDS intuition from corporate bond spreads using FRED data.

python cds fixed-income credit-risk corporate-bond hazard-rate macro-finance credit-spreads

Updated Apr 30, 2026
Jupyter Notebook

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