Topic: "copula-models"
DanielBok/copulae
Multivariate data modelling with Copulas in Python
Language: Jupyter Notebook - Size: 1.94 MB - Last synced at: 13 days ago - Pushed at: 3 months ago - Stars: 152 - Forks: 28
asnelt/mixedvines
Python package for canonical vine copula trees with mixed continuous and discrete marginals
Language: Python - Size: 334 KB - Last synced at: about 1 month ago - Pushed at: over 1 year ago - Stars: 47 - Forks: 9
asnelt/MixedVineToolbox
Matlab toolbox for canonical vine copula trees with mixed continuous and discrete marginals
Language: Matlab - Size: 35.2 KB - Last synced at: about 1 month ago - Pushed at: almost 8 years ago - Stars: 15 - Forks: 7
cuiruifei/CopulaFactorModel
Inference for Gaussian copula factor models and its application to causal discovery.
Language: R - Size: 101 KB - Last synced at: over 1 year ago - Pushed at: about 5 years ago - Stars: 13 - Forks: 8
rena95/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 - Size: 33.2 KB - Last synced at: 5 months ago - Pushed at: about 4 years ago - Stars: 7 - Forks: 2
AlexisDerumigny/MMDCopula
Robust Estimation of Copulas by Maximum Mean Discrepancy
Language: R - Size: 158 KB - Last synced at: about 1 month ago - Pushed at: about 3 years ago - Stars: 5 - Forks: 0
microprediction/microactors
Examples of scheduled jobs estimating copulas at www.microprediction.org
Language: Python - Size: 42 KB - Last synced at: 3 days ago - Pushed at: over 2 years ago - Stars: 4 - Forks: 12
torrentg/ccruncher
Portfolio credit risk modeling
Language: C++ - Size: 48.7 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 2 - Forks: 1
cuiruifei/CausalMissingValues
Causal discovery from mixed data with missing values.
Language: R - Size: 73.2 KB - Last synced at: over 1 year ago - Pushed at: about 7 years ago - Stars: 2 - Forks: 2
dmavani25/discopula
Discrete checkerboard copula modeling and implementation of new scoring methods pertaining to ordinal and categorical discrete data.
Language: Python - Size: 3.33 MB - Last synced at: 7 days ago - Pushed at: 8 days ago - Stars: 1 - Forks: 0
ilellosmith/bee6300
Multivariate Environmental Statistics (BEE6300) R Code
Language: R - Size: 19.2 MB - Last synced at: about 2 years ago - Pushed at: about 6 years ago - Stars: 1 - Forks: 0
AANovokhatskiy/pyscarcopula
Python library for modelling complex multivariate dependencies using stochastic copulas
Language: Jupyter Notebook - Size: 1.58 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 0 - Forks: 0
JHSchlegel/BachelorThesis
My bachelor's thesis about portfolio VaR forecasting with multivariate factor copula-GARCH models
Language: R - Size: 36 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 0 - Forks: 0
PeterHuang024/Copula-model-with-K-S-type-distance-R-
Gumbel, Clayton, Frank, and Independence copula that use on Weibull distribution.
Language: R - Size: 5.86 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 1
amaendle/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: R - Size: 633 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0
Sagnik07/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 - Size: 50 MB - Last synced at: almost 2 years ago - Pushed at: over 4 years ago - Stars: 0 - Forks: 0
