Thibault Vatter

Latest

• Solving Estimating Equation With Copulas
• pyvinecopulib
• rvinecopulib
• Deep Smoothing of the Implied Volatility Surface
• Distinguishing Cause from Effect Using Quantiles: Bivariate Quantile Causal Discovery
• eecop
• gamCopula
• kde1d
• VineCopula
• vinecopulib
• Copulas as High-Dimensional Generative Models: Vine Copula Autoencoders
• Generative Models for Simulating Mobility Trajectories
• Generalized Additive Models for Pair-Copula Constructions
• Dependent Defaults and Losses with Factor Copula Models
• intradaySST
• mgpancestry
• Generalized additive models for conditional dependence structures
• Non-Parametric Estimation of Intraday Spot Volatility: Disentangling Instantaneous Trend and Seasonality