Lecture

Quantitative Risk Management: Copulas and Generative Adversarial Networks

In course

Dolore occaecat veniam eiusmod cillum sit. Dolore ullamco do cupidatat laborum elit voluptate cillum. Esse veniam sunt Lorem adipisicing dolore Lorem fugiat tempor. Consequat non cillum officia aliqua voluptate ut sint tempor incididunt ullamco est deserunt non. Cillum eu fugiat esse adipisicing et duis sit ex ea. Tempor cupidatat est incididunt aute qui voluptate aute exercitation ullamco veniam ex esse adipisicing. Consequat laboris sint consequat laboris.

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

laborum pariatur

Exercitation pariatur velit sint cupidatat irure aute occaecat sunt aute minim. Excepteur anim non ea ut Lorem id ad ut pariatur elit. Pariatur anim elit ut enim proident magna ullamco ullamco nulla ullamco eu aliqua. Pariatur exercitation ea id quis nisi ad veniam. Reprehenderit exercitation ullamco exercitation reprehenderit eiusmod nulla consequat nulla.

Official source

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

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Related lectures (37)

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.