copula-models
There are 18 repositories under copula-models topic.
DanielBok/copulae
Multivariate data modelling with Copulas in Python
asnelt/mixedvines
Python package for canonical vine copula trees with mixed continuous and discrete marginals
asnelt/MixedVineToolbox
Matlab toolbox for canonical vine copula trees with mixed continuous and discrete marginals
cuiruifei/CopulaFactorModel
Inference for Gaussian copula factor models and its application to causal discovery.
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.
tfm000/sklarpy
Copula fitting in Python.
AlexisDerumigny/MMDCopula
Robust Estimation of Copulas by Maximum Mean Discrepancy
giuliofantuzzi/HMMFootballTactics
Copula-based Hidden Markov Model (HMM) to decode tactics in a football match. Final project for the Probabilistic Machine Learning course of the MSc degree in Data Science and Artificial Intelligence (DSAI), University of Trieste
microprediction/microactors
Examples of scheduled jobs estimating copulas at www.microprediction.org
cuiruifei/CausalMissingValues
Causal discovery from mixed data with missing values.
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
torrentg/ccruncher
Portfolio credit risk modeling
ilellosmith/bee6300
Multivariate Environmental Statistics (BEE6300) R Code
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
PeterHuang024/Copula-model-with-K-S-type-distance-R-
Gumbel, Clayton, Frank, and Independence copula that use on Weibull distribution.
MaxMLang/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.