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Time series copula models using d-vines and v-transforms

Publication: Time series copula models using d-vines and v-transforms. Published Jun 19, 2020.

Research & Papers
arxiv.orgPublished Jun 19, 2020
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Overview

Publication: Time series copula models using d-vines and v-transforms. Published Jun 19, 2020.

Publication information

Publication title
Time series copula models using d-vines and v-transforms
Authors
Martin Bladt, Alexander J. McNeil
Published
Jun 19, 2020
Last publication revision
Jul 13, 2021
Subject areas
stat.ME, q-fin.ST
Publication source
arxiv.org · abs/2006.11088v4 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2006.11088 ↗

Discovery references

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
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DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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