Results 221 to 230 of about 193,790 (269)
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DETECTING AND MODELING TAIL DEPENDENCE
International Journal of Theoretical and Applied Finance, 2004The aim of this work is to develop a nonparametric tool for detecting dependence in the tails of financial data. We provide a simple method to locate and measure serial dependence in the tails, based on runs tests. Our empirical investigations on many financial time series reveal a strong departure from independence for daily logreturns, which is not ...
Bellini F., FIGA' TALAMANCA, GIANNA
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Dependability Auditing with Model Checking
SSRN Electronic Journal, 2005Model checking offers a methodology for determining whether a model satisfies a list of correctness requirements. We propose a theory of dependability auditing with model checking based on four principles: (1) The modeling process should be partitioned into computational components and behavioral components as an aid to system understanding; (2 ...
Anderson, Bonnie +2 more
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Modeling Contexts with Dependent Types
Fundamenta Informaticae, 2010In the area of knowledge representation, a challenging topic is the formalization of context knowledge on the basis of logical foundations and ontological semantics. However, most attempts to provide a formal model of contexts suffer from a number of difficulties, such as limited expressiveness of representation, restricted variable quantification ...
Richard Dapoigny, Patrick Barlatier
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A Dynamic Default Dependence Model [PDF]
SSRN Electronic Journal, 2012 We develop a dynamic multivariate default model for a portfolio of credit-risky assets in which default times are modelled as random variables with possibly different marginal distributions, and Levy subordinators are used to model the dependence among default times.
Sara Cecchetti, Giovanna Nappo
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Dependent Automata for the Modelling of Dependencies
2009As far as we know there is not a definition of dependency in a formal setting: to fill this gap we propose in this paper a state based formalism called (network of) Dependent Automata, that consider dependencies as central elements. When used for modelling interdependencies in critical infrastructures, each infrastructure is modelled as a Dependent ...
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A unified model of dependability: capturing dependability in context
IEEE Software, 2004In contemporary societies, individuals and organizations increasingly depend on services delivered by sophisticated software-intensive systems to achieve personal and business goals. So, a system must have engineered and guaranteed dependability, regardless of continuous, rapid, and unpredictable technological and context changes.
Victor R. Basili +2 more
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Efficient dependency models: Simulating dependent random variables
Mathematics and Computers in Simulation, 2022zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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The Dependent Poisson Race Model and Modeling Dependence in Conjoint Choice Experiments
SSRN Electronic Journal, 2007Conjoint choice experiments are used widely in marketing to study consumer preferences amongst alternative products. We develop a class of choice models, belonging to the class of Poisson race models, that describe a ‘random utility’ which lends itself to a process-based description of choice.
Ruan, Shiling +3 more
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Improving Graph-Based Dependency Parsing Models With Dependency Language Models
IEEE Transactions on Audio, Speech, and Language Processing, 2013For graph-based dependency parsing, how to enrich high-order features without increasing decoding complexity is a very challenging problem. To solve this problem, this paper presents an approach to representing high-order features for graph-based dependency parsing models using a dependency language model and beam search.
Min Zhang 0005 +3 more
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2020
Digital innovation continues to give technical and economic dependencies within and between business models an increasingly important role. Despite the steadily growing interest in business models in various disciplines such as software design, amongst others, there is no common understanding about the constituent parts of business model dependencies ...
Christian Vorbohle +2 more
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Digital innovation continues to give technical and economic dependencies within and between business models an increasingly important role. Despite the steadily growing interest in business models in various disciplines such as software design, amongst others, there is no common understanding about the constituent parts of business model dependencies ...
Christian Vorbohle +2 more
openaire +1 more source