Modeling dependences of variables using copulas
Supervisor | prof. RNDr., Karel Hron, Ph.D. |
Name | Modeling dependences of variables using copulas |
Type | Bachelor |
Status | Assigned |
Description | Copulas are employed for modeling of relations between (random) variables with various applications from natural sciences to economic data. Aim of the bachelor thesis is to describe theoretical background of copulas and, consequently, to apply them by solving a chosen concrete problem. It is also possible to extend the thesis by critical view of the methodology and propose possible alternatives. |