#Copulas

sdv-dev

Copulas

A library to model multivariate data using copulas.

rust-dd

stochastic-rs

High-performance quantitative finance in Rust — 120+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration and Python bindings.

DanielBok

copulae

Multivariate data modelling with Copulas in Python

ServiceNow

TACTiS

TACTiS-2: Better, Faster, Simpler Attentional Copulas for Multivariate Time Series, from ServiceNow Research

asnelt

mixedvines

Python package for canonical vine copula trees with mixed continuous and discrete marginals

Sinbad-The-Sailor

Abacus

Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Dependency is handled with vine copulas.

tfm000

sklarpy

Copula fitting in Python.