Quantitative Risk Management: Copulas and Generative Adversarial Networks

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Copulas: Dependence Structures and Simulation

Covers copulas, dependence structures, simulation techniques, and properties of copula densities.

Extreme Value Theory: Maximum Distribution

Explores extreme value theory, focusing on maximum distribution and different types of distributions based on shape parameters.

Probability and Statistics: Fundamental Theorems

Explores fundamental theorems in probability and statistics, joint probability laws, and marginal distributions.

Maximum Likelihood Theory & Applications

Covers maximum likelihood theory, applications, and hypothesis testing principles in econometrics.

Optimization and Simulation

Covers the Metropolis-Hastings algorithm and gradient-based approaches for biasing searches towards higher likelihood values.

Copulas: Properties and Applications

Explores copulas in multivariate statistics, covering properties, fallacies, and applications in modeling dependence structures.

Maximum Likelihood Estimation: Multivariate Statistics

Explores maximum likelihood estimation and multivariate hypothesis testing, including challenges and strategies for testing multiple hypotheses.

Basics of Risk Analysis and Management

Introduces the basics of risk analysis and management in civil engineering, covering distributions, statistical reminders, and mathematical interpretation techniques.

Estimation Methods in Probability and Statistics

Discusses estimation methods in probability and statistics, focusing on maximum likelihood estimation and confidence intervals.

Estimators and Confidence Intervals

Explores bias, variance, unbiased estimators, and confidence intervals in statistical estimation.