Index

_

_instances (core.common.logger.CustomLogger attribute)

A

AD() (core.copulas.domain.models.elliptical.gaussian.GaussianCopula method) (core.copulas.domain.models.elliptical.student.StudentCopula method) (core.copulas.domain.models.mixins.AdvancedCopulaFeatures method)

AdvancedCopulaFeatures (class in core.copulas.domain.models.mixins) AIC() (core.copulas.domain.models.mixins.ModelSelectionMixin method)

B

BIC() (core.copulas.domain.models.mixins.ModelSelectionMixin method)

bounds_param (core.copulas.domain.models.elliptical.gaussian.GaussianCopula attribute)

C

conditional_cdf_u_given_v() (core.copulas.domain.models.elliptical.gaussian.GaussianCopula method) (core.copulas.domain.models.elliptical.student.StudentCopula method) (core.copulas.domain.models.mixins.AdvancedCopulaFeatures method) conditional_cdf_v_given_u() (core.copulas.domain.models.elliptical.gaussian.GaussianCopula method) (core.copulas.domain.models.elliptical.student.StudentCopula method) (core.copulas.domain.models.mixins.AdvancedCopulaFeatures method) CopulaFactory (class in core.copulas.domain.factories.copula_factory) CopulaModel (class in core.copulas.domain.models.interfaces) core module core.common module core.common.logger module core.copulas module core.copulas.adapters module core.copulas.application module core.copulas.application.services module core.copulas.application.services.diagnostics_service module core.copulas.application.use_cases module core.copulas.application.use_cases.diagnostics module core.copulas.application.use_cases.evaluate_tail module core.copulas.application.use_cases.fit_copula module core.copulas.domain module core.copulas.domain.factories module core.copulas.domain.factories.copula_factory module

core.copulas.domain.models module core.copulas.domain.models.elliptical module core.copulas.domain.models.elliptical.gaussian module core.copulas.domain.models.elliptical.student module core.copulas.domain.models.interfaces module core.copulas.domain.models.mixins module core.copulas.infrastructure module core.copulas.infrastructure.copula_registry module core.copulas.infrastructure.visualization module core.copulas.infrastructure.visualization.copula_viz_adapter module core.copulas.infrastructure.visualization.matplotlib_visualizer module core.copulas.ports module core.DAO module core.DAO.Crypto module core.DAO.Crypto.Crypto_history module core.DAO.generate_data_beta_lognorm module core.trading module core.trading.signals module create() (core.copulas.domain.factories.copula_factory.CopulaFactory class method) CustomLogger (class in core.common.logger)

D

DiagnosticsService (class in core.copulas.application.services.diagnostics_service)

E

evaluate() (core.copulas.application.services.diagnostics_service.DiagnosticsService method)

F

family (core.copulas.domain.models.elliptical.gaussian.GaussianCopula attribute) fit_cmle() (core.copulas.application.use_cases.fit_copula.FitCopulaUseCase method)

fit_ifm() (core.copulas.application.use_cases.fit_copula.FitCopulaUseCase method) fit_mle() (core.copulas.application.use_cases.fit_copula.FitCopulaUseCase method) FitCopulaUseCase (class in core.copulas.application.use_cases.fit_copula)

G

GaussianCopula (class in core.copulas.domain.models.elliptical.gaussian) generate_data_beta_lognorm() (in module core.DAO.generate_data_beta_lognorm) get_cdf() (core.copulas.domain.models.elliptical.gaussian.GaussianCopula method) (core.copulas.domain.models.elliptical.student.StudentCopula method) (core.copulas.domain.models.interfaces.CopulaModel method)

get_logger() (core.common.logger.CustomLogger method) get_pdf() (core.copulas.domain.models.elliptical.gaussian.GaussianCopula method) (core.copulas.domain.models.elliptical.student.StudentCopula method) (core.copulas.domain.models.interfaces.CopulaModel method)

I

IAD() (core.copulas.domain.models.elliptical.gaussian.GaussianCopula method) (core.copulas.domain.models.elliptical.student.StudentCopula method) (core.copulas.domain.models.mixins.AdvancedCopulaFeatures method)

import_crypto_data() (in module core.DAO.Crypto.Crypto_history)

K

kendall_tau() (core.copulas.domain.models.elliptical.gaussian.GaussianCopula method) (core.copulas.domain.models.elliptical.student.StudentCopula method) (core.copulas.domain.models.interfaces.CopulaModel method)

kendall_tau_error() (core.copulas.domain.models.mixins.ModelSelectionMixin method)

L

LTDC() (core.copulas.domain.models.elliptical.gaussian.GaussianCopula method) (core.copulas.domain.models.elliptical.student.StudentCopula method) (core.copulas.domain.models.mixins.SupportsTailDependence method)

M

MatplotlibCopulaVisualizer (class in core.copulas.infrastructure.visualization.matplotlib_visualizer) ModelSelectionMixin (class in core.copulas.domain.models.mixins) module core core.common core.common.logger core.copulas core.copulas.adapters core.copulas.application core.copulas.application.services core.copulas.application.services.diagnostics_service core.copulas.application.use_cases core.copulas.application.use_cases.diagnostics core.copulas.application.use_cases.evaluate_tail core.copulas.application.use_cases.fit_copula core.copulas.domain core.copulas.domain.factories core.copulas.domain.factories.copula_factory core.copulas.domain.models core.copulas.domain.models.elliptical core.copulas.domain.models.elliptical.gaussian core.copulas.domain.models.elliptical.student core.copulas.domain.models.interfaces core.copulas.domain.models.mixins core.copulas.infrastructure core.copulas.infrastructure.copula_registry core.copulas.infrastructure.visualization core.copulas.infrastructure.visualization.copula_viz_adapter core.copulas.infrastructure.visualization.matplotlib_visualizer core.copulas.ports core.DAO core.DAO.Crypto core.DAO.Crypto.Crypto_history core.DAO.generate_data_beta_lognorm core.trading core.trading.signals

moving_average_signal() (in module core.trading.signals)

N

name (core.copulas.domain.models.elliptical.gaussian.GaussianCopula attribute)

P

parameters (core.copulas.domain.models.elliptical.gaussian.GaussianCopula attribute) (core.copulas.domain.models.elliptical.gaussian.GaussianCopula property) (core.copulas.domain.models.elliptical.student.StudentCopula property) partial_derivative_C_wrt_u() (core.copulas.domain.models.elliptical.gaussian.GaussianCopula method) (core.copulas.domain.models.elliptical.student.StudentCopula method) (core.copulas.domain.models.mixins.AdvancedCopulaFeatures method) partial_derivative_C_wrt_v() (core.copulas.domain.models.elliptical.gaussian.GaussianCopula method) (core.copulas.domain.models.elliptical.student.StudentCopula method) (core.copulas.domain.models.mixins.AdvancedCopulaFeatures method)

plot_arbitrage_frontiers() (in module core.copulas.infrastructure.visualization.copula_viz_adapter) plot_cdf() (in module core.copulas.infrastructure.visualization.copula_viz_adapter) plot_mpdf() (in module core.copulas.infrastructure.visualization.copula_viz_adapter) plot_pdf() (in module core.copulas.infrastructure.visualization.copula_viz_adapter) plot_residual_heatmap() (core.copulas.infrastructure.visualization.matplotlib_visualizer.MatplotlibCopulaVisualizer method)

R

register() (core.copulas.domain.factories.copula_factory.CopulaFactory class method)

registry (core.copulas.domain.factories.copula_factory.CopulaFactory attribute)

S

sample() (core.copulas.domain.models.elliptical.gaussian.GaussianCopula method) (core.copulas.domain.models.elliptical.student.StudentCopula method) (core.copulas.domain.models.interfaces.CopulaModel method)

StudentCopula (class in core.copulas.domain.models.elliptical.student) SupportsTailDependence (class in core.copulas.domain.models.mixins)

U

UTDC() (core.copulas.domain.models.elliptical.gaussian.GaussianCopula method) (core.copulas.domain.models.elliptical.student.StudentCopula method) (core.copulas.domain.models.mixins.SupportsTailDependence method)