Lecture

Quantitative Risk Management: Copulas and Generative Adversarial Networks

In course

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Description

This lecture covers the distribution of V for common copulas, simulation algorithms for Archimedean copulas, fitting copulas to data using rank correlations and maximum likelihood estimation, and the use of generative adversarial networks (GANs) for image generation and translation.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_sjgg28zr

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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