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1. fmlr fmlr Public

   Financial Machine Learning with R

   R 15 5

2. CopulaOne CopulaOne Public

   An R package that implements very flexible bivariate parametric copulas

   R 5 3

3. randomForestFML randomForestFML Public

   A hacked randomForest R package for financial machine learning

   C 4 2

4. copula_manipulation copula_manipulation Public

   Based on some bivariate copulas, one may need to rotate, reflect, mix, and distort them to construct a new bivariate copula. This project is for building C++ functions to handle these model constru…

   C++ 1 1

5. comonotonic_factor_models comonotonic_factor_models Public

   This project is to develop comonotonic factor models that can be used to model various multivariate dependence structures

   C++

6. spatio_temporal_factor_copula spatio_temporal_factor_copula Public

   This project is to build statistical models that account for spatio-temporal dependence with factor copulas.

   C++