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1. fmlr Public

   Financial Machine Learning with R

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2. randomForestFML Public

   A hacked randomForest R package for financial machine learning

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3. CopulaOne Public

   A R package that implements very flexible bivariate parametric copulas

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4. copula_manipulation Public

   Based on some bivariate copulas, one may need to rotate, reflect, mix, and distort them to construct a new bivariate copula. This project is for building C++ functions to handle these model constru…

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5. comonotonic_factor_models Public

   This project is to develop comonotonic factor models that can be used to model various multivariate dependence structures

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6. spatio_temporal_factor_copula Public

   This project is to build statistical models that account for spatio-temporal dependence with factor copulas.

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