Lei (Larry) Hua larryleihua

Popular repositories

1. fmlr

   Financial Machine Learning with R

   R 9 3

2. randomForestFML

   A hacked randomForest R package for financial machine learning

   C 4 2

3. CopulaOne

   A R package that implements very flexible bivariate parametric copulas

   R 3 4

4. copula_manipulation

   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…

   C++ 1 1

5. comonotonic_factor_models

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

   C++

6. spatio_temporal_factor_copula

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

   C++ 1