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.