copula-models
There are 0 repository under copula-models topic.
- Language:Jupyter Notebook 133
asnelt / mixedvines
Python package for canonical vine copula trees with mixed continuous and discrete marginals
Language:Python 45cuiruifei / CopulaFactorModel
Inference for Gaussian copula factor models and its application to causal discovery.
Language:R 14Matlab toolbox for canonical vine copula trees with mixed continuous and discrete marginals
Language:MATLAB 12rena95 / Loss-Distribution-Approach
The repo contains the main topics carried out in my master's thesis on operational risk. In particular, it is described how to implement the so called Loss Distribution Approach (LDA), which is considered the state-of-the-art method to compute capital charge among large banks.
Language:R 7AlexisDerumigny / MMDCopula
Robust Estimation of Copulas by Maximum Mean Discrepancy
Language:R 5microprediction / microactors
Examples of scheduled jobs estimating copulas at www.microprediction.org
Language:Python 4- Language:MATLAB 3
Causal discovery from mixed data with missing values.
Language:R 2Sagnik07 / Precipitation-and-Temperature-wise-prediction-of-risk-in-Indian-territory
In this project, we predict the probability of occurrence of risk in the Indian territory, based on the historical data of precipitation and temperature between the years 1951 - 2015
Language:Jupyter Notebook 2- sklarpyLanguage:Python 2
- Language:C++ 2
- Language:R 1
ilellosmith / bee6300
Multivariate Environmental Statistics (BEE6300) R Code
Language:R 1amaendle / PUcopula
Simulation of Partition-of-Unity copulas in R, e.g. for the purpose of modeling risk or for the creation of synthetic data based on restricted datasets
Language:RMaxMLang / copula-playground
The Quant Copula Playground is a Shiny application designed for everyone interested in exploring the dependencies between stock returns using various copula models. This application is inspired by seminal works in the field of copulas, particularly "An Introduction to Copulas" by Roger B. Nelsen.
Language:RPeterHuang024 / Copula-model-with-K-S-type-distance-R-
Gumbel, Clayton, Frank, and Independence copula that use on Weibull distribution.
Language:R
