compound-poisson

Tools for creating and working with aggregate probability distributions.

Concept code for predicting precipitation using model fields (temperature, geopotential, wind velocity, etc.) as predictors for sub-areas across the British Isle.

Embedded elapsed-time estimate for long-running agent tasks: compound Poisson x lognormal, closed-form moments, Monte Carlo quantiles, calibration gate. Runtime needs only numpy.

This repository contains an R script that demonstrates the simulation and visualization of a Compound Poisson Process. The code generates sample paths and graphical representations of the process, helping in understanding how jumps accumulate over time in stochastic modeling.

GARCH and Compound Poisson models for VIX tail-risk quantification (HKUST IEDA4000E)