xiexie224xx

xiexie224xx

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ConnectednessApproach

:exclamation: This is a read-only mirror of the CRAN R package repository. ConnectednessApproach — Connectedness Approach

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KSE-thesis-tvp-var

Code to replicate main results from my master's thesis on monetary policy transmission in Ukraine

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CAViaR

Measure market risk by CAViaR model

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TVP-VAR-for-Carbon-Markets

An extension of Integration of the international carbon market: A time-varying analysis

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xtsExtra

Supplementary xts functionality, and development platform for GSoC projects

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sparsevinereg

High-dimensional sparse vine copula regression

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PortvineThesis

Code for the case studies and theoretical visualizations for the master thesis 'Estimation and Backtesting of the Expected Shortfall and Value at Risk using Vine Copulas'

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ESSD-DVQR

D-vine copula based postprocessing (DVQR) scripts for the ESSD benchmark.

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DTDCKe

his repository contains the source code for the paper "DERANDOMIZED TRUNCATED D-VINE COPULA KNOCKOFFS WITH E-VALUES TO CONTROL THE FALSE DISCOVERY RATE."

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gamvinereg

D-Vine GAM Copula based Quantile Regression

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mixedvines

Python package for canonical vine copula trees with mixed continuous and discrete marginals

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global-drought-recovery

Quantification of global drought recovery probability based on Vine Copula

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covariants

Real-time updates and information about key SARS-CoV-2 variants, plus the scripts that generate this information.

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node-BNN-covariate-shift

Repository for the paper Tackling covariate shift with node-based Bayesian neural networks (ICML 2022)

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DQR_covariate_shift

Python Code for "Deep nonparametric quantile regression under covariate shift"

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paper_gamvinereg

Supplementary material for the paper "D-Vine GAM Copula based Quantile Regression with Application to Ensemble Postprocessing", doi: 10.48550/arXiv.2309.05603.

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vinereg

D-vine quantile regression

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CoVaR-Jose-Vicente

El repositorio contiene los archivos asociados a Melo-velandia, L. F., Romero Chamorro, J. V., & Ramírez González, M. S. (2022). The Global Financial Cycle and Country Risk in Emerging Markets During Stress Episodes : A Copula-CoVaR Approach (Publicación pendiente; Borradores de Economía).

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VBI_Calibration

Supplementary code to "Variational Inference with Vine Copulas: An efficient Approach for Bayesian Computer Model Calibration"

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VineCopulaMatlab

A MATLAB toolbox for vine copulas based on C++

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Awesome-Computer-Vision-Paper-List

This repository contains all the papers accepted in top conference of computer vision, with convenience to search related papers.

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qrm

qrm

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