You may want to check out my code on regime switching copula models.The toolbox is designed to estimate the parameters of a regime switching copula model, assuming two regimes. Each regime can be described by any of the following five copulas:
The correlation coefficient, rho, for the eliptical copulas and the copula parameter tau, for Clayton and…Continue
Added by Manthos Vogiatzoglou on August 20, 2018 at 12:00am — No Comments
Visual Analytics and Data Discovery allow analysis of big data sets to find insights and valuable information. This is much more than just classical Business Intelligence (BI). See this article for more details and motivation: "Using Visual Analytics to Make Better Decisions: the Death Pill Example". Let's take a look at important characteristics to choose the right tool for…Continue
Added by Kai Waehner on July 27, 2016 at 10:00pm — No Comments
Hey Data Scientists,
I wanted to reach out about Plot.ly, a new startup for analyzing and beautifully visualizing data. We just launched a beta.
It is built for math, science, and data applications. We'd love your thoughts.
Added by Matthew Sundquist on November 9, 2013 at 10:40pm — No Comments