learning-block-exchangeability

Supplementary material for ICDM 20 paper "COPOD: Copula-Based Outlier Detection"

Parallel correlation calculation of big numpy arrays or pandas dataframes with NaNs and infs.

Examples of scheduled jobs estimating copulas at www.microprediction.org

Forecasting time series data using ARIMA models. Used covariance matrix to find dependencies between stocks.

:bar_chart: Visualization of flow structure in cylinder

Synthetic Data Generation Algorithms (VAE-GAN-Diffusion Model-LSTM-Copula)

Tools for Quantitative Thinking Conference/Seminar - 2019