Search Results for "copula"
Sort By:
Showing 4 open source projects for "copula"
View related business solutions-
PRTG Network Monitor is an all-inclusive monitoring software solution developed by Paessler. Equipped with an easy-to-use, intuitive interface with a cutting-edge monitoring engine, PRTG Network Monitor optimizes connections and workloads as well as reduces operational costs by avoiding outages while saving time and controlling service level agreements (SLAs). The solution is packed with specialized monitoring features that include flexible alerting, cluster failover solution, distributed monitoring, in-depth reporting, maps and dashboards, and more.
-
SysAid is an ITSM, Service Desk and Help Desk software solution that integrates all of the essential IT tools into one product. Its rich set of features include a powerful Help Desk, IT Asset Management, and other easy-to-use tools for analyzing and optimizing IT performance.
-
1
Copulas
A library to model multivariate data using copulas
Copulas is a Python library for modeling multivariate distributions and sampling from them using copula functions. Given a table of numerical data, use Copulas to learn the distribution and generate new synthetic data following the same statistical properties. Choose from a variety of univariate distributions and copulas – including Archimedian Copulas, Gaussian Copulas and Vine Copulas. Compare real and synthetic data visually after building your model. Visualizations are available as 1D... -
2
CCruncher
Open-Source Project for Credit Risk Modeling
CCruncher is a project for quantifying portfolio credit risk using the copula approach. It is a framework consisting of two elements: a technical document that explains the theory, and a software program that implements it. CCruncher evaluates the portfolio credit risk by sampling the portfolio loss distribution and computing the Expected Loss (EL), Value at Risk (VaR) and Expected Shortfall (ES) statistics. The portfolio losses are obtained simulating the default times of obligors... -
3
NeugebauerScalar
Tools for computing scalars for Neugebauer-type models
For an arbitrary-size colorant set, this tool will produce a list of Neugebauer primaries in Yates's order, compute the coefficient matrix to convert evaluations of the copula function to scalars, and write code to cache the copula evaluations and compute the scalars. -
4
The purpose of the project is summarising effort from a number of analytic libraries, adding interactive web-based user interface and making a free open source solution for risk analytics and stress testing. Feb 8, 2012 Paul Glasserman's Importance Sampling and Tail Approximations as well as plain Monte Carlo have been implemented for for the widely used normal copula model of portfolio credit risk. The package includes source code, examples, spreadsheet with results and references...
-
ConnectWise CPQ, formerly ConnectWise Sell, is a professional quote and proposal automation software for IT solution providers. ConnectWise CPQ offers a wide range of tools that enables IT solution providers to save time, quote more, and win big. Top features include professional quote or proposal templates, product catalog and sourcing, workflow automation, sales reporting, and integrations with best-in-breed solutions like Cisco, Dell, HP, and Salesforce.
- Previous
- You're on page 1
- Next