copulas topic

A library to model multivariate data using copulas.

sdv-dev

Multivariate data modelling with Copulas in Python

DanielBok

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

asnelt

Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Dependency is handled with vine copulas.

Sinbad-The-Sailor

TACTiS-2: Better, Faster, Simpler Attentional Copulas for Multivariate Time Series, from ServiceNow Research

ServiceNow

Code for paper "Copula-based conformal prediction for Multi-Target Regression"

M-Soundouss

Matlab toolbox for canonical vine copula trees with mixed continuous and discrete marginals

asnelt