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An Estimation of Distribution Algorithm Based on Clayton Copula and Empirical Margins
2010Estimation of Distribution Algorithms (EDAs) are new evolutionary algorithms which based on the estimation and sampling the distribution model of the selected population in each generation. The way of copula used in EDAs is introduced in this paper. The joint distribution of the selected population is separated into the univariate marginal distribution
L. F. Wang +3 more
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Bayesian mixed model for survival data with semicompeting risks based on the Clayton copula
Brazilian Journal of Probability and StatisticszbMATH Open Web Interface contents unavailable due to conflicting licenses.
González Patiño, Elizabeth +2 more
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Clayton copula value-at-risk in crisis and the gold optimal weight: evidence in Thailand
2023In recent days, investors are facing higher market risk due to the pandemic situation, but this is not the only time, investors also experienced similar risk during the Global Financial Crisis in 2007. We are interested in the tool to accurately estimate the market risk and ways to keep the portfolio maintaining the good performance in the extreme ...
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2011
The idea of multi-population parallel strategy and the copula theory are introduced into the Estimation of Distribution Algorithm (EDA), and a new parallel EDA is proposed in this paper. In this algorithm, the population is divided into some subpopulations. Different copula is used to estimate the distribution model in each subpopulation.
Chunyan Chang, Lifang Wang
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The idea of multi-population parallel strategy and the copula theory are introduced into the Estimation of Distribution Algorithm (EDA), and a new parallel EDA is proposed in this paper. In this algorithm, the population is divided into some subpopulations. Different copula is used to estimate the distribution model in each subpopulation.
Chunyan Chang, Lifang Wang
openaire +1 more source
2018
With the aim of portfolio optimization and management, this article utilizes the Clayton-copula along with copula theory measures. Portfolio-Optimization is one of the activities in investment funds. Thus, it is essential to select an appropriate optimization method. In modern financial analyses, there is growing evidence indicating the distribution of
Darabi, Roya, Baghban, Mehdi
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With the aim of portfolio optimization and management, this article utilizes the Clayton-copula along with copula theory measures. Portfolio-Optimization is one of the activities in investment funds. Thus, it is essential to select an appropriate optimization method. In modern financial analyses, there is growing evidence indicating the distribution of
Darabi, Roya, Baghban, Mehdi
openaire +1 more source
Bivariate Generalized Rayleigh Distribution Based on Clayton Copula
The Egyptian Statistical Journal, 2021openaire +1 more source
Spatio-temporal wind speed prediction based on Clayton Copula function with deep learning fusion
Renewable Energy, 2022Yu Huang +6 more
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Pair-copula constructions of multiple dependence
Insurance: Mathematics and Economics, 2009Claudia Czado, Arnoldo Frigessi
exaly
Copula-based reliability analysis of degrading systems with dependent failures
Reliability Engineering and System Safety, 2020Guanqi Fang, Rong Pan, Yili Hong
exaly