Results 31 to 40 of about 89,782 (266)

Probabilistic Modeling for Prediction Errors to Enhance Balancing Market Participation of Photovoltaic Systems: Error Threshold Estimation, Multisite Aggregation, and Overloading Effects

Advanced Energy and Sustainability Research, EarlyView.
This study proposes a method to increase the value of solar power in balancing markets by managing prediction errors. The approach models prediction uncertainties and quantifies reserve requirements based on a probabilistic model. This enables the more reliable participation of photovoltaic plants in balancing markets across multiple sites, especially ...
Jindan Cui, Xue Fang, Takashi Oozeki, Yuzuru Ueda   +3 more
wiley   +1 more source

VALUE AT RISK ESTIMATION FOR STOCK PORTFOLIO USING THE ARCHIMEDEAN COPULA APPROACH

Barekeng
Investment is one of the many ways to achieve future profits. One form of investment that is widely made is stocks. The return obtained in investing in stocks is potentially higher than other investment alternatives, but the risks borne are amplified, so
Mohammad Dicky Saifullah, Umu Sa'adah, Kwardiniya Andawaningtyas, Endang Wahyu Handamari   +3 more
doaj   +1 more source

Penerapan Metode GARCH-Vine Copula untuk Estimasi Value at Risk (VaR) pada Portofolio

Jurnal Fourier, 2018
Salah satu alat ukur yang digunakan untuk menghitung risiko portofolio adalah Value at Risk (VaR). Beberapa metode pengukuran VaR mengasumsikan return berdistribusi normal dan ukuran dependensi antar saham menggunakan korelasi linear.
Herida Okta Pintari, Retno Subekti
doaj   +1 more source

Bivariate Copula-Based Regression for Joint Modeling of Healthcare Visits. [PDF]

Health Econ
ABSTRACT Doctor and non‐doctor visit frequencies are key indicators of healthcare access, utilization and individual health‐seeking behavior. While doctor visits reflect engagement with formal medical services, non‐doctor visits, such as to nurses, physiotherapists or alternative providers, offer insights into patient preferences and system ...
Marra G, Radice R.
europepmc   +2 more sources

The Challenge of Handling Structured Missingness in Integrated Data Sources

Advanced Intelligent Discovery, EarlyView.
As data integration becomes ever more prevalent, a new research question that emerges is how to handle missing values that will inevitably arise in these large‐scale integrated databases? This missingness can be described as structured missingness, encompassing scenarios involving multivariate missingness mechanisms and deterministic, nonrandom ...
James Jackson, Marius Hofert, Eleni‐Rosalina Andrinopoulou, Niels Hagenbuch, Sarah McGough, Chris Harbron, Robin Mitra   +6 more
wiley   +1 more source

Modelling stochastic bivariate mortality [PDF]

, 2006
Stochastic mortality, i.e. modelling death arrival via a jump process with stochastic intensity, is gaining increasing reputation as a way to represent mortality risk.
A J G Cairns, A K Manatunga, A Shemyakin, C Genest, C Genest, C Genest, D Duue, D Duue, D Duue, D F Schrager, D G Clayton, D Lando, D Lando, D M Dabrowska, D Oakes, D Oakes, E Biis, E Luciano, E W Frees, Elena Vigna, Elisa Luciano, H Youn, H Youn, J E Anderson, J F Carriere, J Spreeuw, Jaap Spreeuw, M A Milevsky, M Dahl, M Denuit, M Denuit, P Artzner, P Br Emaud, P Hougaard, R B Nelsen, U Cherubini, W Wang   +36 more
core   +1 more source

Power of Green Capabilities and Artificial Intelligence (AI): Understanding How and When Green Innovation Promotes Sustainability

Business Strategy and the Environment, EarlyView.
ABSTRACT Green innovation is increasingly recognized as a critical strategy for small‐ and medium‐sized enterprises (SMEs) to enhance sustainable performance. Drawing on the natural resource‐based view (NRBV), this study examines the impact of green innovation on sustainable performance and the mediating roles of green knowledge sharing and green ...
Sikandar Rahman, Sheikh Adeel, Murad Ali, Saleh Bajaba, Hengky Latan   +4 more
wiley   +1 more source

Trivariate joint frequency analysis of water resources deficiency signatures using vine copulas

Applied Water Science, 2022
Investigating the interaction of water resources such as rainfall, river flow and groundwater level can be useful to know the behavior of water balance in a basin.
Mohammad Nazeri Tahroudi, Yousef Ramezani, Carlo De Michele, Rasoul Mirabbasi   +3 more
doaj   +1 more source

Correlation analysis of financial assets based on asymmetric copula

Frontiers in Applied Mathematics and Statistics, 2022
Based on the asymmetric copula function, this paper analyzes the static and dynamic correlation between Shanghai Composite Index and Shenzhen Composite Index.
Xia Li, Bing Hou
doaj   +1 more source

Efficient estimation of high-dimensional multivariate normal copula models with discrete spatial responses [PDF]

, 2015
The distributional transform (DT) is amongst the computational methods used for estimation of high-dimensional multivariate normal copula models with discrete responses.
Nikoloulopoulos, Aristidis K
core   +2 more sources