Ecosyste.ms: Repos
An open API service providing repository metadata for many open source software ecosystems.
GitHub topics: copulas
AlexisDerumigny/CondCopulas
Estimation and inference for conditional copulas models
Language: R - Size: 2.46 MB - Last synced: 10 days ago - Pushed: 10 days ago - Stars: 2 - Forks: 1
sdv-dev/Copulas
A library to model multivariate data using copulas.
Language: Python - Size: 21.8 MB - Last synced: 11 days ago - Pushed: 12 days ago - Stars: 506 - Forks: 104
ServiceNow/TACTiS
TACTiS-2: Better, Faster, Simpler Attentional Copulas for Multivariate Time Series, from ServiceNow Research
Language: Python - Size: 2.81 MB - Last synced: 15 days ago - Pushed: 15 days ago - Stars: 103 - Forks: 17
DanielBok/copulae
Multivariate data modelling with Copulas in Python
Language: Jupyter Notebook - Size: 1.87 MB - Last synced: 6 days ago - Pushed: 2 months ago - Stars: 135 - Forks: 25
asnelt/mixedvines
Python package for canonical vine copula trees with mixed continuous and discrete marginals
Language: Python - Size: 334 KB - Last synced: 27 days ago - Pushed: 5 months ago - Stars: 45 - Forks: 8
bossemel/Flow_PC
Flow-based PC algorithm for causal discovery using Normalizing Flows
Language: Python - Size: 2.58 MB - Last synced: 2 months ago - Pushed: almost 2 years ago - Stars: 1 - Forks: 0
Sinbad-The-Sailor/Abacus
Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Dependency is handled with vine copulas.
Language: Jupyter Notebook - Size: 6.91 MB - Last synced: 3 months ago - Pushed: 3 months ago - Stars: 15 - Forks: 2
itsoukal/anySim
An R package for the stochastic simulation of processes with any marginal distribution and correlation structure
Language: R - Size: 584 KB - Last synced: 4 months ago - Pushed: about 4 years ago - Stars: 7 - Forks: 2
M-Soundouss/CopulaConformalMTR
Code for paper "Copula-based conformal prediction for Multi-Target Regression"
Language: Python - Size: 11.7 KB - Last synced: 3 months ago - Pushed: about 3 years ago - Stars: 23 - Forks: 3
thorpn/MonteCarlo
Monte Carlo used for the seminar Monte Carlo Methods in Econometrics and Finance at the university of Copenhagen
Language: MATLAB - Size: 85 KB - Last synced: 4 months ago - Pushed: about 1 year ago - Stars: 1 - Forks: 2
microprediction/microactors
Examples of scheduled jobs estimating copulas at www.microprediction.org
Language: Python - Size: 42 KB - Last synced: 7 months ago - Pushed: over 1 year ago - Stars: 4 - Forks: 14
asnelt/MixedVineToolbox
Matlab toolbox for canonical vine copula trees with mixed continuous and discrete marginals
Language: Matlab - Size: 35.2 KB - Last synced: 4 months ago - Pushed: almost 7 years ago - Stars: 12 - Forks: 5
Nathan-Potgieter/Making-of-MCmarket
This is where I originally designed my Monte Carlo simulation package (MCmarket) my Mcom financial econometrics course work at Stellenbosch University.
Language: HTML - Size: 17 MB - Last synced: 9 months ago - Pushed: over 3 years ago - Stars: 0 - Forks: 1
ramonVDAKKER/research-copulas
Semiparametric efficient rank-based estimation of copula parameters
Language: MATLAB - Size: 843 KB - Last synced: about 2 months ago - Pushed: about 2 months ago - Stars: 3 - Forks: 0
holmen1/economic-scenario-generator
From A to Z
Language: Python - Size: 3.01 MB - Last synced: 7 months ago - Pushed: 7 months ago - Stars: 0 - Forks: 1
adknudson/PearsonCorrelationMatch.jl
Compute the Pearson correlation to be used in Gaussian copulas
Language: Julia - Size: 51.8 KB - Last synced: 24 days ago - Pushed: about 2 months ago - Stars: 0 - Forks: 0
sokolmarek/masters-thesis
Master's thesis - Assessment of cognitive load in extreme environment
Language: Jupyter Notebook - Size: 193 MB - Last synced: 4 months ago - Pushed: 4 months ago - Stars: 0 - Forks: 0
alfurka/synloc
A Python Package to Create Synthetic Tabular Data
Language: Jupyter Notebook - Size: 16.3 MB - Last synced: 13 days ago - Pushed: about 1 year ago - Stars: 2 - Forks: 0
faizan90/phsann
Multivariate time series generator based on the Phase Annealing algorithm. Various objective functions that focus on multivariate copula properties while annealing. Various plotting routines to visualize results. Take a look at the scripts in the "test" directory for how to use.
Language: Python - Size: 607 KB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 1 - Forks: 0
AlexisDerumigny/MMDCopula
Robust Estimation of Copulas by Maximum Mean Discrepancy
Language: R - Size: 158 KB - Last synced: 6 months ago - Pushed: about 2 years ago - Stars: 4 - Forks: 0
ElsevierSoftwareX/SOFTX-D-21-00039
MATVines: A Vine Copula Package for MATLAB. To cite this software publication: https://www.sciencedirect.com/science/article/pii/S2352711021000455
Language: MATLAB - Size: 590 KB - Last synced: about 1 year ago - Pushed: about 3 years ago - Stars: 6 - Forks: 3
Sinbad-The-Sailor/Financial-Mathematics-Notebooks
Notebooks in financial mathematics. Ranging from risk management to portfolio management and stochastic processes for financial markets.
Language: Jupyter Notebook - Size: 26.4 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 0 - Forks: 1
dcuoliveira/QuantFinDrafts
Mostly experiments of quantitative finance concepts that i wish to get a deeper knowledge of the underlying theory
Language: Jupyter Notebook - Size: 103 MB - Last synced: 8 months ago - Pushed: 8 months ago - Stars: 2 - Forks: 2
hetankevin/copulas
A professor I wanted to do research with asked me to read up on copulas before an interview. I ended up doing a bit more than just reading. This is based off the work of Thomas Wiecki (https://twiecki.io/blog/2018/05/03/copulas/).
Language: Jupyter Notebook - Size: 597 KB - Last synced: about 1 year ago - Pushed: over 3 years ago - Stars: 1 - Forks: 0
nikpau/cop-select
Research seminar about a fast selection technique for bivariate copulae.
Language: TeX - Size: 1.47 MB - Last synced: about 1 year ago - Pushed: about 3 years ago - Stars: 0 - Forks: 0
vpozdnyakov/gen_models_in_trading
Generative Models in Commodity Trading
Language: Jupyter Notebook - Size: 48.5 MB - Last synced: 12 months ago - Pushed: almost 4 years ago - Stars: 1 - Forks: 1