copula_regression: 1 tool.
Inputs, limits and outputs are described in Fincept Copula. Full schemas:
fincept_describe_tool.Documentation Index
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Conditional mean and quantiles of one asset given others from a vine copula with kernel margins: nonlinear, tail-aware regression such as a stock’s 5% quantile given the market (CoVaR-style).
copula_regression: 1 tool.
| Tool | What it does | Notes |
|---|---|---|
copula_vine_regression | Vine copula regression: fits kernel margins and a vine copula over the target and feature assets, then predicts the target’s conditional mean and conditional quantiles at given feature values, capturing nonlinear and tail-dependent relations (e.g. a stock’s 5% quantile when the market falls 3%, CoVaR-style). |
fincept_describe_tool.