Python package for canonical vine copula trees with mixed continuous and discrete marginals
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Updated
Dec 21, 2023 - Python
Python package for canonical vine copula trees with mixed continuous and discrete marginals
Copula fitting in Python.
Examples of scheduled jobs estimating copulas at www.microprediction.org
Jax based probability modelling
Copula-based modeling of financial asset dependencies during the 2008 Global Financial Crisis and COVID-19, capturing nonlinear and tail risk dynamics
Python library for modelling complex multivariate dependencies using stochastic copulas
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