Results 111 to 120 of about 1,417 (201)

Probabilistic Prediction of Concrete Compressive Strength Using Copula Functions: A Novel Framework for Uncertainty Quantification

Buildings
Traditional machine learning models for concrete compressive strength prediction provide only single-value estimates without quantifying the probability of meeting design requirements, leaving engineers unable to make risk-informed decisions.
Cheng Zhang, Senhao Cheng, Shanshan Tao, Shuai Du, Zhengjun Wang   +4 more
doaj   +1 more source

MODELING OF BIVARIATE DATA FOR DEPENDABILITY [PDF]

Fiabilitate şi Durabilitate, 2018
For technical applications the dependability generally measures availability, reliability, maintainability, and connected activities like costs.
Adrian Stere PARIS, Constantin TÂRCOLEA
doaj  

Tail dependence estimate in financial market risk management: clayton-gumbel copula approach [PDF]

, 2011
This paper focuses on measuring risk due to extreme events going beyond the multivariate normal distribution of joint returns. The concept of tail dependence has been found useful as a tool to describe dependence between extreme data in finance ...
Suraiya
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ESTIMASI CONDITIONAL VALUE AT RISK (CVaR) PORTOFOLIO MENGGUNAKAN COPULA BERSYARAT [PDF]

, 2018
Dalam berinvestasi, risiko menjadi perhatian penting karena dapat menimbulkan kerugian apabila tidak diantisipasi. CVaR merupakan salah satu metode untuk mengestimasi risiko dan dapat digunakan fungsi copula untuk memodelkan distribusinya.
Lisnawati, Intan, Subekti, Retno
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Some Archimedean Copulas On Producer Price Index And Consumer Price Index: A Case Of Turkey - Bazi Arşimedyen Kapulalar: Üfe Ve Tüfe İçin Türkiye Uygulamasi

Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 2016
In this paper, copula approach was applied to determine the dependence structure the two indices (PPI and CPI). Ali ? Mikhail ? Haq, Clayton, Frank and Gumbel ? Hougaard from Archimedean family were used.
Ayça Büyükyılmaz
doaj  

Value-at-Risk pada Portofolio Berbasis Model Glosten-Jagannathan-Runkle Heavy Tail dan Copula [PDF]

, 2017
Membentuk portofolio pada investasi saham dapat mengurangi risiko yang dihadapi. Pengukuran risiko berkaitan dengan investasi yang besar karena risiko mempengaruhi kerugian yang akan dialami investor.
ALFIAN YUDHA ISWARA
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Correlation analysis of diabetes based on Copula

Frontiers in Endocrinology
IntroductionThe ratio of Triglyceride (TG) to high-density lipoprotein cholesterol (HDL-C) is a crucial indicator for diabetes diagnosis.MethodsThis study utilizes the Copula function to model and fit the non-linear correlation among fasting blood ...
Chang Liu, Hu Yang, Junjie Yang, Hongqing Wang   +3 more
doaj   +1 more source

Portfolio Management under Asymmetric Dependence and Distribution [PDF]

Aim of our paper is to analyze the enhancement of portfolio management by using more sophisticated assumptions about distributions and dependencies of stock returns.
Peter Reichling, Stefan Hlawatsch
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The impact of heavy tails and comovements in downside-risk diversification [PDF]

, 2007
This paper uncovers the factors influencing optimal asset allocation for downside-risk averse investors. These are comovements between assets, the product of marginal tail probabilities, and the tail index of the optimal portfolio.
Gonzalo, Jesús, Olmo, José, Olmo, J., Gonzalo, J.   +3 more
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Contagion effects of the US Subprime Crisis on Developed Countries [PDF]

This study assesses whether capital markets of developed countries reflect the effects of financial contagion from the US subprime crisis and, in such case, if the intensity of contagion differs across countries.
Carlos Mendes, Paulo Horta, Isabel Vieira   +2 more
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