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Oct 25, 2021 - MATLAB
copula-models
Here are 18 public repositories matching this topic...
Robust Estimation of Copulas by Maximum Mean Discrepancy
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Apr 25, 2022 - R
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
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Feb 3, 2021 - Jupyter Notebook
Multivariate Environmental Statistics (BEE6300) R Code
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Feb 21, 2019 - R
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.
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Feb 8, 2024 - R
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
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Feb 16, 2024 - R
Copula fitting in Python.
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Dec 4, 2023 - Python
Portfolio credit risk modeling
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Nov 16, 2023 - C++
Gumbel, Clayton, Frank, and Independence copula that use on Weibull distribution.
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Mar 16, 2024 - R
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
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Jul 13, 2024 - Jupyter Notebook
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Aug 31, 2018 - R
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.
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Mar 4, 2021 - R
Causal discovery from mixed data with missing values.
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Mar 31, 2018 - R
Matlab toolbox for canonical vine copula trees with mixed continuous and discrete marginals
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Jul 15, 2017 - MATLAB
Inference for Gaussian copula factor models and its application to causal discovery.
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Feb 11, 2020 - R
Python package for canonical vine copula trees with mixed continuous and discrete marginals
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Dec 21, 2023 - Python
Examples of scheduled jobs estimating copulas at www.microprediction.org
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Oct 24, 2022 - Python
Multivariate data modelling with Copulas in Python
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Jun 18, 2024 - Jupyter Notebook
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