A Python library for fitting and sampling vine copulas using PyTorch.
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Jul 20, 2026 - Python
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vine-copula
Here are 8 public repositories matching this topic...
The MultiHazard R package provides tools for stationary multivariate statistical modeling such as of the joint distribution of MULTIple co-occurring HAZARDs.
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May 27, 2025 - R
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
Vine copula synthetic portfolio generation for insurance — exposure-aware, fidelity reporting
python machine-learning insurance pricing data-generation copula portfolio-simulation actuarial synthetic-data privacy-preserving insurance-pricing vine-copula uk-insurance
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Apr 3, 2026 - Python
D-vine copula model for multi-year policyholder claim modelling
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Mar 15, 2026 - Python
Copula models for insurance pricing — D-vine temporal dependence, two-part occurrence/severity
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Mar 15, 2026 - Python
Modeling multivariate insurance risks using copula theory and Monte Carlo simulation.
python insurance monte-carlo quantitative-finance copula risk-management solvency-ii actuarial-science vine-copula
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May 24, 2026 - Python
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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