Results 31 to 40 of about 27,516 (250)

Copula models in machine learning [PDF]

, 2015
The introduction of copulas, which allow separating the dependence structure of a multivariate distribution from its marginal behaviour, was a major advance in dependence modelling.
Rey, Mélanie
core   +1 more source

Flood routing via a copula-based approach

Hydrology Research, 2021
Floods are among the most common natural disasters that if not controlled may cause severe damage and high costs. Flood control and management can be done using structural measures that should be designed based on the flood design studies. The simulation
Mohammad Nazeri Tahroudi, Yousef Ramezani, Carlo De Michele, Rasoul Mirabbasi   +3 more
doaj   +1 more source

El tratamiento de la cópula verbal en la historia del pensamiento lingüístico

Estudios de Lingüística, 2004
Throughout the history of Linguistics, the verbal copula has been analysed from different viewpoints. Some approaches considered the copula simply as an ordinary verb, without any special features.
Ventura Salazar García
doaj   +1 more source

Prediksi Ukuran Risiko Agregat Klaim Berbasis Copula pada Model Autoregressive Conditional Amount (ACA)

Jurnal Matematika Integratif, 2020
Industri asuransi merupakan industri yang berkaitan langsung dengan risiko. Risiko yang terjadi diakibatkan oleh besar klaim yang harus dibayarkan perusahaan asuransi.
Dedy Irawan Prihandoko, Khreshna Imaduddin Ahmad Syuhada   +1 more
doaj   +1 more source

Snow-melt flood frequency analysis by means of copula based 2D probability distributions for the Narew River in Poland

Journal of Hydrology: Regional Studies, 2016
Study region: Narew River in Northeastern Poland. Study focus: Three methods for frequency analysis of snowmelt floods were compared. Two dimensional (2D) normal distribution and copula-based 2D probability distributions were applied to statistically ...
Bogdan Ozga-Zielinski, Maurycy Ciupak, Jan Adamowski, Bahaa Khalil, Julien Malard   +4 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

Leveraging Reverse Engineering for CSCM Practices: Demystifying the Roles of Compositional Capability and Cooperative Orientation Under Humane Orientation and Competition Intensity

Business Strategy and the Environment, EarlyView.
ABSTRACT Circular supply chain management (CSCM) practices are seen as a solution for addressing society's many significant environmental challenges. Although existing studies recognise the importance of reverse engineering in combating poverty, there is limited knowledge about its effectiveness in shaping CSCM practices to address climate change and ...
Yaw Agyabeng‐Mensah, Charles Baah, Ebenezer Afum   +2 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

Quasi-copulas as linear combinations of copulas

Fuzzy Sets and Systems
We prove that every quasi-copula can be written as a uniformly converging infinite sum of multiples of copulas. Furthermore, we characterize those quasi-copulas which can be written as a finite sum of multiples of copulas, i.e., that are a linear combination of two copulas.
Gregor Dolinar, Bojan Kuzma, Nik Stopar
openaire   +6 more sources

The Perils of Environmental, Social, and Governance (ESG) Controversies: Implications for a Firm's Financial and Nonfinancial Performance

Business Strategy and the Environment, EarlyView.
ABSTRACT Although ESG controversies are on the rise, research investigating them yields contradictory findings. The paper provides resolutions to the debate through investigating (a) how ESG controversies influence firms' short‐term and long‐term financial performance; (b) how firms navigate ESG controversies' effect; and (c) how ESG controversies ...
Amalesh Sharma, Sourav Bikash Borah, Anirban Adhikary, Sanjay Kumar Jena   +3 more
wiley   +1 more source