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  1. Brinson-Attribution Brinson-Attribution Public

    Forked from ShiliangZhang-nku/Brinson-Attribution

    以wind为数据源的基金单期brinson业绩归因

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  2. Copula_Bayesian_Networks Copula_Bayesian_Networks Public

    A class implementation of CBN model and its applications to financial network dependency studies.

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  3. pycopula pycopula Public

    Forked from blent-ai/pycopula

    Python copulas library for dependency modeling

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  4. Credit_Risk_Walmart Credit_Risk_Walmart Public

    Forked from MacarocoFonseca/Credit_Risk_Walmart

    Credit Risk project with many computations regarding Distance to Default and also Probabilyt of Default of Walmart. It was used KMV model with the starting point of Loffer and Posch. Used equations…

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  5. Wave-Overtopping-Bayesian-Network Wave-Overtopping-Bayesian-Network Public

    Forked from engrprecious/Wave-Overtopping-Bayesian-Network

    Repository holding data and scripts used in my MSc project "Probabilistic Modelling of Coastal Flooding using Pair-Copula Bayesian Networks"

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  6. Copula_Pairs_Trading Copula_Pairs_Trading Public

    Forked from Karagul/Copula_Pairs_Trading

    Misprice Index(conditional copula) Calculation for Pairs Trading

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