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Projects in Awesome Lists tagged with copula-models
A curated list of projects in awesome lists tagged with copula-models .
https://github.com/DanielBok/copulae
Multivariate data modelling with Copulas in Python
conda copula copula-models copulae copulas data data-analysis dependency-analysis dependency-modeling modeling pypi pypi-packages python python3 statistics
Last synced: 31 Jul 2024
https://github.com/rena95/Loss-Distribution-Approach
The repo contains the main topics carried out in my master's thesis on operational risk. In particular, it is described how to implement the so called Loss Distribution Approach (LDA), which is considered the state-of-the-art method to compute capital charge among large banks.
copula copula-models extreme-value-statistics lda loss-distribution loss-distribution-approach operational-risk r risk-management value-at-risk
Last synced: 13 Aug 2024
