Discover how multivariate models use multiple variables for investment forecasting, risk analysis, and decision-making in finance. Ideal for portfolio management.

Is your feature request related to a problem? Please describe. It doesn't appear that there is an easy way to plot the marginal distribution for multivariate probability distributions. For example, ...

This study presents a method based on Archimedean and Gaussian copulas to simulate the occurrence of hydrological droughts. The droughts were characterized by theory of runs for four threshold levels ...

ABSTRACT: Singh, Gewali, and Khatiwada proposed a skewness measure for probability distributions called Area Skewness (AS), which has desirable properties but has not been widely applied in practice.

Private foundations contribute a staggering $105.21 billion to public charities annually, representing $1 out of every $5 donated. Internal Revenue Code Section 4942 requires private nonoperating PFs ...

Abstract: This paper proposes a nonparametric multivariate density forecast model based on deep learning. It not only offers the whole marginal distribution of each random variable in forecasting ...