190 skills found · Page 5 of 7
safouaneelg / CopulasimilarityOfficial implementation of the paper: "CSIM: A Copula-based similarity index sensitive to local changes for Image quality assessment"
mkhoirun-najiboi / MycopulaMatlab toolbox for constructing a copula-based joint distribution for bivariate, trivariate, and multivariate cases.
yli188 / Vine CopulaVine_Copula_based_ARMA_EGARCH
tvatter / GamCopulaRepository of the gamCopula R Package
dpicone1 / Fitting And Simulating Archimedean CopulasFitting and Simulating Archimedean Gumbel, Clayton and Frank Copulas
WeijiaZhang24 / DCSurvivalNo description available
boennecd / MdgcProvides functions to impute missing values using Gaussian copulas for mixed data types.
giuliofantuzzi / HMMFootballTacticsCopula-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
MalteKurz / VineCopulaCPPA C++ library for vine copulas
zengzhi2015 / Neural CopulaNeural Copula for estimating generic Copula functions.
tnagler / KdecopulaKernel smoothing for bivariate copula densities
oezgesahin / VineclustModel-based clustering with vine copulas
liuanji / Copula DiffusionDiscrete Copula Diffusion
JuliaFinMetriX / Copulas.jlCopula implementation based on the c++ VineCopulaCPP library of Malte Kurz
pberkes / Empirical CopulaA Python library to compute and plot 2D empirical copulas of discrete data (ordinal or categorical)
SeyedMuhammadHosseinMousavi / Synthetic Data Generation AlgorithmsSynthetic Data Generation Algorithms (VAE-GAN-Diffusion Model-LSTM-Copula)
rena95 / Loss Distribution ApproachThe 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.
francisliu2 / Optimal Hedging Ratio CopulaNo description available
GLASSY-GAIA / GARCH EVT COPULA VaR Approach Econometric OlympiadValue at Risk (VaR) is one of the most widely used risk measure in risk management. This repo contain implemented code to estimate portfolio VaR using an approach combining Copula functions, Extreme Value Theory (EVT) and GARCH models.
tfm000 / CopulaxJAX based probability modelling
