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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/asnelt/mixedvines

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

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

Last synced: 17 Mar 2026

https://github.com/asnelt/mixedvinetoolbox

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

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

Last synced: 17 Mar 2025

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: 29 Jul 2025

https://github.com/alexisderumigny/mmdcopula

Robust Estimation of Copulas by Maximum Mean Discrepancy

copula-models copulas mmd r-package r-pkg

Last synced: 22 Oct 2025