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Jupyter Notebook 7 7 Updated Feb 23, 2021

❗ This is a read-only mirror of the CRAN R package repository. ConnectednessApproach — Connectedness Approach

R 4 2 Updated Jun 17, 2024

Code to replicate main results from my master's thesis on monetary policy transmission in Ukraine

MATLAB 1 1 Updated Mar 30, 2023

Measure market risk by CAViaR model

Jupyter Notebook 11 2 Updated Dec 15, 2024

An extension of Integration of the international carbon market: A time-varying analysis

HTML 1 Updated May 25, 2024

Supplementary xts functionality, and development platform for GSoC projects

R 14 3 Updated Feb 9, 2015

High-dimensional sparse vine copula regression

R 5 1 Updated Jun 16, 2023

Code for the case studies and theoretical visualizations for the master thesis 'Estimation and Backtesting of the Expected Shortfall and Value at Risk using Vine Copulas'

HTML 3 1 Updated Aug 24, 2023

D-vine copula based postprocessing (DVQR) scripts for the ESSD benchmark.

R 7 Updated Oct 18, 2023

his repository contains the source code for the paper "DERANDOMIZED TRUNCATED D-VINE COPULA KNOCKOFFS WITH E-VALUES TO CONTROL THE FALSE DISCOVERY RATE."

Jupyter Notebook 1 Updated Sep 4, 2024

D-Vine GAM Copula based Quantile Regression

R 5 Updated Sep 6, 2024

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

Python 47 9 Updated Dec 21, 2023

Quantification of global drought recovery probability based on Vine Copula

Python 14 2 Updated Jan 25, 2024

Real-time updates and information about key SARS-CoV-2 variants, plus the scripts that generate this information.

Python 318 112 Updated Dec 30, 2024

Repository for the paper Tackling covariate shift with node-based Bayesian neural networks (ICML 2022)

Python 10 1 Updated Jul 16, 2024

Python Code for "Deep nonparametric quantile regression under covariate shift"

Jupyter Notebook 1 Updated Feb 28, 2024

Supplementary material for the paper "D-Vine GAM Copula based Quantile Regression with Application to Ensemble Postprocessing", doi: 10.48550/arXiv.2309.05603.

4 Updated Sep 6, 2024

D-vine quantile regression

C++ 11 6 Updated Dec 31, 2024

El repositorio contiene los archivos asociados a Melo-velandia, L. F., Romero Chamorro, J. V., & Ramírez González, M. S. (2022). The Global Financial Cycle and Country Risk in Emerging Markets Duri…

R 3 1 Updated Mar 2, 2023

Supplementary code to "Variational Inference with Vine Copulas: An efficient Approach for Bayesian Computer Model Calibration"

Jupyter Notebook 6 1 Updated Jun 20, 2021
1 Updated Jun 30, 2022
R 1 Updated May 29, 2021

A MATLAB toolbox for vine copulas based on C++

MATLAB 38 11 Updated Oct 26, 2016

This repository contains all the papers accepted in top conference of computer vision, with convenience to search related papers.

Python 688 77 Updated Apr 6, 2024

qrm

R 229 173 Updated Aug 8, 2023
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