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copula-models

Here are 3 public repositories matching this topic...

asnelt / mixedvines

Python package for canonical vine copula trees with mixed continuous and discrete marginals

python statistics modeling dependency-analysis data-analysis copula regular-vines c-vines copula-models copulas dependency-modeling copulae

Updated Dec 21, 2023
Python

sklarpy

tfm000 / sklarpy

Copula fitting in Python.

python finance data-science machine-learning multivariate-distributions multivariate portfolio-optimization probability-distributions quantitative-finance risk-management risk-modelling copula-models copulas copula-asymmetries

Updated Dec 4, 2023
Python

microprediction / microactors

Examples of scheduled jobs estimating copulas at www.microprediction.org

timeseries copula timeseries-sequence timeseries-database timeseries-analysis timeseries-forecasting copula-models copulas copula-entropy timeseries-prediction

Updated Oct 24, 2022
Python

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