46 skills found · Page 1 of 2
sdv-dev / CopulasA library to model multivariate data using copulas.
DanielBok / CopulaeMultivariate data modelling with Copulas in Python
vinecopulib / PyvinecopulibA Python library for vine copula models
maximenc / PycopPython library for multivariate dependence modeling with Copulas
blent-ai / PycopulaPython copulas library for dependency modeling
dmey / Synthia📈 🐍 Multidimensional synthetic data generation with Copula and fPCA models in Python
asnelt / MixedvinesPython package for canonical vine copula trees with mixed continuous and discrete marginals
vinecopulib / VinecopulibA C++ library for vine copula models (w/ interfaces to R + Python)
EmanuelSommer / PortvinePortfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.
AnsonCHOWcm / PairTrading Copula BacktraderThis trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtrader under Python
DanielBok / MuarchMultiple Univariate AR-GARCH Modelling with Copula marginals for simulation
shreyas-lyzr / Quant SimInstitutional-grade prediction market simulation engine — Monte Carlo, importance sampling, particle filters, copula dependency modeling, and agent-based market microstructure
MauricioSalazare / Multi CopulaMultivariate copulas for uncertainty modelling in power systems
asnelt / MixedVineToolboxMatlab toolbox for canonical vine copula trees with mixed continuous and discrete marginals
NinelK / CopulaGPCopula-GP model
cuiruifei / CopulaFactorModelInference for Gaussian copula factor models and its application to causal discovery.
AEBilgrau / GMCMUnsupervised Clustering and Meta-analysis using Gaussian Mixture Copula Models
HKU-MedAI / CMCM[ICML'2025]Cross-Modal Alignment via Variational Copula Modelling
sebjai / Portfolio Wasserstein BallAllows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elasticity of variance model
cjporteo / ACTSC445 QERM ProjectsVarious risk analysis projects in R, applying extreme value theory, copula modeling, and value-at-risk backtesting to real world stock data.
