vinecopulas

There are 0 repository under vinecopulas topic.

• evsnts / Copula_Pairs_Project

  This is a project that includes functions/class that implement a partner selection procedure that can be used in a trading strategy with Vine Copulas. (Initial stage - additions remaining)

  quantitative-financequantitative-tradingpartnerselectionvinecopulas
  Language:Python 2

• TY-Cheng / torchvinecopulib

  Yet another vine copula package, using PyTorch.

  copulamultivariatestatisticsvinecopulas
  Language:Python 2

• Gabatsarl / R-Program-Copula-CJS

  Fitting an exchangeable 2-copule model

  copularegression-modelsvinecopulasexchangeablehierarchical-data
  Language:R 1