Скачать или смотреть Lec. 20 | Copulas – Theory & Project with R | Scatter Plots for Gaussian, t, Clayton, Gumbel

I am Dr Krzysztof Ozimek, and my PDF textbooks and courses are science-based and draw on over 30 years of experience teaching advanced topics in quantitative finance and analytical tools.

Additional information about my PDF textbooks, courses, and selected learning materials:
https://www.drkrzysztofozimek.com

Algorithmic Trading Models: Conceptual Foundations and Methodological Frameworks. Understanding Model-Based Trading as a Scientific Process
(free PDF textbook delivered by Email):
https://www.drkrzysztofozimek.com/alg...

"Copulas – Theory & Project with R” is designed to introduce you to copula theory and its applications in statistical modeling using R. This course provides a structured approach to understanding copulas, from fundamental concepts to hands-on implementation with toy data.

This is an introductory crash course, not an advanced or research-level treatment.

What Does the Course Include?

This course provides a comprehensive mix of theory and practice. You will:

Learn the mathematical foundations of copulas, including Sklar’s Theorem.
Explore different types of copulas – Gaussian, Student-t, Clayton, and Gumbel.
Estimate copula parameters using the copula package in R.
Perform goodness-of-fit tests to evaluate copula models.
Visualize copula structures using scatter plots, contour plots, and 3D surfaces.
Simulate and analyze dependencies using copula-based models.
Compute marginal, joint, and conditional probabilities using copulas.

Optional companion materials (datasets, scripts, and notes) for this course are available here:
https://www.drkrzysztofozimek.com/cop...

Terminology note:
In some slides, the term “t-Student” is used; this corresponds to the standard English term “Student-t”.