代码题库

Empirical Copula via Per-Column Uniform Rank Transform

Empirical Inverse-CDF Marginal Mapping (Copula Pipeline, Step Two)

Empirical Mean Excess Function for POT Threshold Selection

Empirical Upper-Tail-Dependence Coefficient from Bivariate Samples

Fork-Join Segment Stats (Welford Pairwise Merge)

HDR Histogram Recorded-Value Bucket Index and Quantile Estimate

Hill Estimator for the Tail Index of a Heavy-Tailed Loss Distribution

Parallel Pairwise Mean Merge with Kahan Compensation

Pareto Tail VaR via Hill-Estimator Extrapolation

Spearman Rho and Kendall Tau-b: Dual Rank-Correlation Diagnostic for the Copula Pipeline

Realized-Volatility Jump Test (Barndorff-Nielsen and Shephard)

Rolling-Window Variance Ratio Test (Lo-MacKinlay)

Smart-Order Routing With Bayesian Fill-Rate Priors and UCB Exploration

Spectral Risk Measure (Acerbi 2002)

T-Digest Streaming Percentile Estimator (k_1 Scale Function)