Results 41 to 50 of about 25,546 (258)

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

Data‐driven simulation of crude distillation using Aspen HYSYS and comparative machine learning models

The Canadian Journal of Chemical Engineering, EarlyView.
Integrated Aspen HYSYS–machine learning framework for predicting product yields and quality variables. Abstract Crude oil refining is a complex process requiring precise modelling to optimize yield, quality, and efficiency. This study integrates Aspen HYSYS® simulations with machine learning techniques to develop predictive models for key refinery ...
Aldimiro Paixão Domingos, Heleno Bispo, Thiago Vaz da Costa, Sérgio Mauro da Silva Neiro   +3 more
wiley   +1 more source

New results on perturbation-based copulas

Dependence Modeling, 2021
A prominent example of a perturbation of the bivariate product copula (which characterizes stochastic independence) is the parametric family of Eyraud-Farlie-Gumbel-Morgenstern copulas which allows small dependencies to be modeled.
Saminger-Platz Susanne, Kolesárová Anna, Šeliga Adam, Mesiar Radko, Klement Erich Peter   +4 more
doaj   +1 more source

Intermediate Tail Dependence: A Review and Some New Results [PDF]

, 2012
The concept of intermediate tail dependence is useful if one wants to quantify the degree of positive dependence in the tails when there is no strong evidence of presence of the usual tail dependence. We first review existing studies on intermediate tail
A. Charpentier, A. J. McNeil, A. J. McNeil, A. Ramos, A. Sklar, A. W. Ledford, A. W. Ledford, A. W. Marshall, A. W. Marshall, C. Genest, D. Song, E. Hashorva, E. Hashorva, E. Hashorva, E. Jakeman, H. Joe, H. Joe, H. Joe, H. Joe, J. A. Tawn, J. E. Heffernan, K. T. Fang, L. Haan de, L. Haan de, L. Hua, L. Hua, M. Abramowitz, M. Larsson, M. Shaked, N. H. Bingham, P. Embrechts, R. E. Williamson, R. Schmidt, S. Coles, S. I. Resnick, S. I. Resnick   +35 more
core   +1 more source

Subuniformity of harmonic mean p$$ p $$‐values

Canadian Journal of Statistics, EarlyView.
Abstract We obtain several inequalities on the generalized means of dependent p$$ p $$‐values. In particular, the weighted harmonic mean of p$$ p $$‐values is strictly subuniform under several dependence assumptions of p$$ p $$‐values, including independence, negative upper orthant dependence, the class of extremal mixture copulas, and some Clayton ...
Yuyu Chen, Ruodu Wang, Yuming Wang, Wenhao Zhu   +3 more
wiley   +1 more source

New copulas based on general partitions-of-unity and their applications to risk management (part II)

Dependence Modeling, 2017
We present a constructive and self-contained approach to data driven infinite partition-of-unity copulas that were recently introduced in the literature.
Pfeifer Dietmar, Mändle Andreas, Ragulina Olena   +2 more
doaj   +1 more source

A Collection of New Trigonometric- and Hyperbolic-FGM-Type Copulas

AppliedMath, 2023
Copula analysis was created to explain the dependence of two or more quantitative variables. Due to the need for in-depth data analysis involving complex variable relationships, there is always a need for new copula models with original features.
Christophe Chesneau
doaj   +1 more source

An observation‐driven state‐space model for claims size modelling

Canadian Journal of Statistics, EarlyView.
Abstract State‐space models are popular in econometrics. Recently, these models have gained some popularity in the actuarial literature. The best known state‐space models are of the Kalman‐filter type. These are called parameter‐driven because the observations do not impact the state‐space dynamics.
Jae Youn Ahn, Himchan Jeong, Mario V. Wüthrich   +2 more
wiley   +1 more source

Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions

Canadian Journal of Statistics, EarlyView.
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni, Luca Merlo, Lea Petrella   +2 more
wiley   +1 more source

Asymptotic independence in more than two dimensions and its implications on risk management

Canadian Journal of Statistics, EarlyView.
Abstract In extreme value theory, the presence of asymptotic independence signifies that joint extreme events across multiple variables are unlikely. Although well understood in a bivariate context, the concept remains relatively unexplored when addressing the nuances of simultaneous occurrence of extremes in higher dimensions.
Bikramjit Das, Vicky Fasen‐Hartmann
wiley   +1 more source