MATVines: A Vine Copula Package for MATLAB. To cite this software publication: https://www.sciencedirect.com/science/article/pii/S2352711021000455
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Apr 27, 2021 - MATLAB
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dependence-modeling
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GARCH vine copula study of dependence between 12 equity markets, with EGARCH marginals, R-vine copula, and Value at Risk backtesting in R.
r time-series econometrics rstats quantitative-finance copula garch value-at-risk risk-management backtesting financial-econometrics volatility-modeling egarch vine-copula dependence-modeling rugarch vinecopula
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Aug 20, 2026 - R
Monte Carlo research on how unknown marginal distributions and simplifying assumptions affect copula estimation error across families and sample sizes.
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Aug 4, 2026 - R
GPU Benchmarking: Compute and Memory micro-benchmarking for dependence graphs
benchmarking algorithms cuda-kernels gpu-computing compute gpu-monitoring dependence-modeling memory-bound
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Jul 31, 2026 - Cuda
Pure-PyTorch vine copula modelling — GPU-ready, differentiable, and fully API-compatible with pyvinecopulib.
python machine-learning statistics deep-learning gpu probability cuda pytorch autograd copula multivariate-statistics vine-copula dependence-modeling
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Aug 23, 2026 - Python
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