copulas

There are 32 repositories under copulas topic.

  • Copulas

    sdv-dev/Copulas

    A library to model multivariate data using copulas.

    Language:Python55721201109

  • DanielBok/copulae

    Multivariate data modelling with Copulas in Python

    Language:Jupyter Notebook14384327

  • ServiceNow/TACTiS

    TACTiS-2: Better, Faster, Simpler Attentional Copulas for Multivariate Time Series, from ServiceNow Research

    Language:Python129101022

  • asnelt/mixedvines

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

    Language:Python47229

  • M-Soundouss/CopulaConformalMTR

    Code for paper "Copula-based conformal prediction for Multi-Target Regression"

    Language:Python32223

  • 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 Notebook19302

  • asnelt/MixedVineToolbox

    Matlab toolbox for canonical vine copula trees with mixed continuous and discrete marginals

    Language:MATLAB15107

  • 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:MATLAB15216

  • itsoukal/anySim

    An R package for the stochastic simulation of processes with any marginal distribution and correlation structure

    Language:R8012
  • sklarpy

    tfm000/sklarpy

    Copula fitting in Python.

    Language:Python6211

  • AlexisDerumigny/MMDCopula

    Robust Estimation of Copulas by Maximum Mean Discrepancy

    Language:R5200

  • antorguez95/synthetic_data_generation_framework

    This repository contains the code of our published work in IEEE JBHI. Our main objective was to demonstrate the feasibility of the use of synthetic data to effectively train Machine Learning algorithms, prooving that it benefits classification performance most of the times.

    Language:Python5101

  • jobstdavid/boostCopula

    Gradient-Boosted Estimation of Generalized Linear Models for Conditional Vine Copulas

    Language:R4100

  • microprediction/microactors

    Examples of scheduled jobs estimating copulas at www.microprediction.org

    Language:Python42013

  • sokolmarek/masters-thesis

    Master's thesis - Assessment of cognitive load in extreme environment

    Language:Jupyter Notebook4100

  • ramonVDAKKER/research-copulas

    Semiparametric efficient rank-based estimation of copula parameters

    Language:MATLAB3100

  • 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 Notebook3101

  • AlexisDerumigny/CondCopulas

    Estimation and inference for conditional copulas models

    Language:R2221

  • alfurka/synloc

    A Python Package to Create Synthetic Tabular Data

    Language:Jupyter Notebook2150

  • dcuoliveira/QuantFinDrafts

    Mostly experiments of quantitative finance concepts that i wish to get a deeper knowledge of the underlying theory

    Language:Jupyter Notebook2102

  • bossemel/Flow_PC

    Flow-based PC algorithm for causal discovery using Normalizing Flows

    Language:Python1100

  • 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:Python1300

  • fhlyhv/ETPC

    Ensemble of Trees of Pairwise Copulas for extremes

    Language:MATLAB1102

  • 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 Notebook1100

  • 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:HTML1301

  • thorpn/MonteCarlo

    Monte Carlo used for the seminar Monte Carlo Methods in Econometrics and Finance at the university of Copenhagen

    Language:MATLAB1153

  • vpozdnyakov/gen_models_in_trading

    Generative Models in Commodity Trading

    Language:Jupyter Notebook1201

  • adknudson/PearsonCorrelationMatch.jl

    Compute the Pearson correlation to be used in Gaussian copulas

    Language:Julia0120

  • holmen1/economic-scenario-generator

    From A to Z

    Language:Python0201

  • nikpau/cop-select

    Research seminar about a fast selection technique for bivariate copulae.

    Language:TeX0100

  • aerdely/visualdep

    Visual analysis of bivariate dependence between continuous random variables.

    Language:Julia10

  • 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.

    Language:R10