Results 41 to 50 of about 44,033 (313)
Gaussian Process Conditional Copulas with Applications to Financial Time Series [PDF]
, 2013 The estimation of dependencies between multiple variables is a central problem in the analysis of financial time series. A common approach is to express these dependencies in terms of a copula function.
Hernández-Lobato, Daniel +2 more
core +1 more source
Functional treatment of asymmetric copulas
, 2019 The concept of asymmetric copulas is revisited and is made more precise. We give a rigorous topological argument for opportunity to define asymmetry measures defined recently by K.F Siburg [6] through exhibiting at least three ordered classes of copulas according to a suitable equivalence relation. We define a process of ordering subcopulas which makes
Sani, A., Karbil, L.
openaire +3 more sources
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 +3 more
wiley +1 more source
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 +6 more
wiley +1 more source
Weighted Entropic Copula from Preliminary Knowledge of Dependence
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2018 This paper introduces a weighted entropic copula from preliminary knowledge of dependence. Considering a copula with common distribution we formulate the weighted entropy dependence model (WMEC).
Panait Ioana
doaj +1 more source
Reliability Modelling of Pipeline Failure under the Impact of Submarine Slides-Copula Method
Mathematics, 2022 The instability of seabed slope sediments is the main factor influencing the safety of marine resource development. Therefore, to ensure the safe operation of submarine pipelines under complex and uncertain seabed rock and soil conditions, a reliability ...
Laifu Song +4 more
doaj +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Investors have long recognized the importance of firms in promoting sustainability, leading to the rise of socially responsible investment (SRI). Specifically, there is a growing preference for exchange‐traded funds (ETFs) that prioritize environmental, social, and governance (ESG) principles.
Sandra Tenorio‐Salgueiro +3 more
wiley +1 more source
Copula in Wildfire Analysis: A Systematic Literature Review
InPrime, 2021 Copula model is a method that can be implemented in various study fields, including analyzing wildfires. The copula distribution function gives a simple way to define joint distribution between two or more random variables.
Mohamad Khoirun Najib +2 more
doaj +1 more source
European Ports as Energy Hubs: A Sustainability Index to Assess Territorial Development
Business Strategy and the Environment, EarlyView.ABSTRACT The capacity of ports to act as energy hubs is increasingly relevant in light of sustainability challenges and global crises like the Ukraine conflict, the COVID‐19 pandemic and energy scarcity. Numerous international and national initiatives are shaping the future of port development to address environmental and economic concerns.
Paolo Mazzocchi +3 more
wiley +1 more source
Transformation of a copula using the associated co-copula
Dependence Modeling, 2018 We investigate the properties of a new transformation of copulas based on the co-copula and an univariate function. It is shown that several families in the copula literature can be interpreted as particular outputs of this transformation.
Girard Stéphane
doaj +1 more source