A Python library for fitting and sampling vine copulas using PyTorch.
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Sep 26, 2025 - Python
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copula
Here are 24 public repositories matching this topic...
Estimating Copula Entropy (Mutual Information), Transfer Entropy (Conditional Mutual Information), and the statistics for multivariate normality test and two-sample test, and change point detection in Python
python correlation entropy information-theory variable-selection causality copula hypothesis-testing mutual-information changepoint transfer-entropy conditional-mutual-information granger-causality change-detection change-point-detection causal-discovery two-sample-test copula-entropy normality-test conditional-independence-test
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Oct 2, 2024 - Python
Python library for multivariate dependence modeling with Copulas
python simulation multivariate simulations copula mixture tdc dependence tail-dependence-coefficient
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Jun 11, 2024 - Python
📈 🐍 Multidimensional synthetic data generation with Copula and fPCA models in Python
weather finance data-science machine-learning statistics climate dependency-analysis xarray data-generation data-generator copula principal-component-analysis data-augmentation augmentation oversampling synthetic-data fpca data-modelling dependency-modeling functional-data
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Sep 28, 2023 - Python
Supplementary material for ICDM 20 paper "COPOD: Copula-Based Outlier Detection"
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Aug 31, 2020 - Python
Python package for canonical vine copula trees with mixed continuous and discrete marginals
python statistics modeling dependency-analysis data-analysis copula regular-vines c-vines copula-models copulas dependency-modeling copulae
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Dec 21, 2023 - Python
A professional, research-grade comparison of Gaussian Copula and Variational Autoencoder (VAE) methods for synthetic tabular data generation. Includes full evaluation pipeline with distribution overlap, correlation analysis, PCA projections, pairplots, metrics, and automated visual reports.
python data-science machine-learning deep-learning simulation scikit-learn tabular-data data-visualization pytorch generative-model pca vae research-project data-privacy copula data-augmentation synthetic-data probabilistic-model statistical-modeling correlation-analysis
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Nov 11, 2025 - Python
Autocurator is a comprehensive benchmarking toolkit for evaluating synthetic tabular data. It measures fidelity, coverage, privacy, and utility through quantitative metrics, visual reports, and PCA/correlation diagnostics. Ideal for validating VAE, GAN, Copula, or Diffusion-generated datasets.
python data-science benchmark coverage machine-learning utility privacy deep-learning metrics data-validation evaluation pytorch gan vae data-privacy copula diffusion data-quality fidelity synthetic-data
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Nov 11, 2025 - Python
Tools to construct canonical and regular vines. StarVine can also be used as a bivariate copula fitting tool.
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Oct 19, 2020 - Python
[Quantitative Finance 2019] Sovereign Risk Zones in Europe During and After the Debt Crisis
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May 12, 2020 - Python
Synthetic Data Generation Algorithms (VAE-GAN-Diffusion Model-LSTM-Copula)
lstm gan vae eeg-signals ieee copula data-augmentation emotion-recognition synthetic-dataset-generation diffusion-models
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Nov 7, 2024 - Python
Examples of scheduled jobs estimating copulas at www.microprediction.org
timeseries copula timeseries-sequence timeseries-database timeseries-analysis timeseries-forecasting copula-models copulas copula-entropy timeseries-prediction
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Oct 24, 2022 - Python
[TNNLS (2025)] Official PyTorch and Keras implementations of "Copula Density Neural Estimation"
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Aug 20, 2025 - Python
Multi-asset option pricing toolkit using SABR volatility model and t-Copula dependency. Includes SABR calibration with robust loss, copula fitting & model selection, and pricing of basket, range accrual, and snowball structures with Greeks analysis.
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Oct 2, 2025 - Python
Testing Pydantic, FastAPI, polyfactory, pandera and GraphQL with SQLModel and pydantic-mongo
graphql mongodb mocking copula pydantic fastapi copulas fastapi-sqlalchemy pandera pydantic-models sqlmodel polyfactory
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Aug 8, 2025 - Python
Multivariate time series infilling using the Normal copula as the dependence model. Data plausibility check by comparing known data against infilled values. Various plotting routines to visualize results.
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Aug 9, 2024 - Python
graduation thesis. theme is improved recommendation with copula model
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May 30, 2018 - Python
Enhanced the Black-Litterman model by incorporating vine-copula models for market equilibrium returns and ensemble machine learning for forecasting asset returns. Used ML model errors to quantify view uncertainty, improving portfolio performance and max drawdown in Taiwan’s stock market.
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Feb 9, 2025 - Python
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