35 skills found · Page 1 of 2
TY-Cheng / TorchvinecopulibA Python library for fitting and sampling vine copulas using PyTorch.
vinecopulib / PyvinecopulibA Python library for vine copula models
tnagler / VineCopulaStatistical inference of vine copulas
asnelt / MixedvinesPython package for canonical vine copula trees with mixed continuous and discrete marginals
MalteKurz / VineCopulaMatlabA MATLAB toolbox for vine copulas based on C++
VU-IVM / VineCopulasA pure python implementation for vine copulas
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.
Sinbad-The-Sailor / AbacusAutomatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Dependency is handled with vine copulas.
PREP-NexT / Global Drought RecoveryQuantification of global drought recovery probability based on Vine Copula
ElsevierSoftwareX / SOFTX D 21 00039MATVines: A Vine Copula Package for MATLAB. To cite this software publication: https://www.sciencedirect.com/science/article/pii/S2352711021000455
asnelt / MixedVineToolboxMatlab toolbox for canonical vine copula trees with mixed continuous and discrete marginals
tnagler / KdevineKernel density estimation based on vine copulas
wgurecky / StarVineTools to construct canonical and regular vines. StarVine can also be used as a bivariate copula fitting tool.
yli188 / Vine CopulaVine_Copula_based_ARMA_EGARCH
MalteKurz / VineCopulaCPPA C++ library for vine copulas
oezgesahin / VineclustModel-based clustering with vine copulas
GeorgeHud50n / C Vine CopulasExploring the use of C-Vine Copulas for statistical arbitrage
tagas / VcaeVine Copula Autoencoders
zhanghuanyuan / R Vine Copula With Sliding Windowcalculate r vine copula with sliding window
