Results 11 to 20 of about 262,287 (308)

Revisiting the Copula-Based Trading Method Using the Laplace Marginal Distribution Function

Mathematics, 2022
Pairs trading under the copula approach is revisited in this paper. It is well known that financial returns arising from indices in markets may not follow the features of normal distribution and may exhibit asymmetry or fatter tails, in particular.
Tayyebeh Nadaf, Taher Lotfi, Stanford Shateyi   +2 more
doaj   +2 more sources

A product autoregressive model with log-Laplace marginal distribution

Statistica, 2013
The log-Laplace distribution and its properties are considered. Some important properties like multiplicative infinite divisibility, geometric multiplicative infinite divisibility and self-decomposability are discussed.
Kanichukattu K. Jose, Manu Mariam Thomas
doaj   +2 more sources

Modeling Insurance Claim Distribution via Mixture Distribution and Copula [PDF]

تحقیقات مالی, 2017
This paper analyses whether joint probability distribution function of losses due to different exposures covered under the same policy could be modeled in an appropriate manner via mixture distribution proposed and copula concept.
Saeed Bajalan, Reza Raei, Shapour Mohammadi   +2 more
doaj   +1 more source

Relativistic Properties of “Marginal” Distributions [PDF]

Physica Scripta, 1998
13 pages, LaTeX file, no figures, accepted for publication in Physica ...
MANCINI, Stefano, MAN'KO V. I, TOMBESI, Paolo   +2 more
openaire   +3 more sources

Bivariate distributions with ordered marginals [PDF]

Journal of Multivariate Analysis, 2020
14 pages, 4 ...
Sebastian Arnold 0003, Ilya S. Molchanov, Johanna F. Ziegel   +2 more
openaire   +2 more sources

Correlation and distribution model for nonlinear strength parameters of rockfill based on Copula function

Yantu gongcheng xuebao, 2020
The uncertainty and correlation of nonlinear strength parameters of rockfill are the key factors affecting the stability reliability analysis results of rockfill dam slopes.
KONG Xian-jing 1, 2, SONG Lai-fu 1, XU Bin 1, 2, ZOU De-gao 1, 2
doaj   +1 more source

Machine Vision Based Production Condition Classification and Recognition for Mineral Flotation Process Monitoring [PDF]

International Journal of Computational Intelligence Systems, 2013
A novel froth image analysis based production condition recognition method is presented to identify the froth phases under various production conditions.
Jinping Liu, Weihua Gui, Zhaohui Tang, Huosheng Hu, Jianyong Zhu   +4 more
doaj   +1 more source

Spatial Copula Model for Imputing Traffic Flow Data from Remote Microwave Sensors

Sensors, 2017
Issues of missing data have become increasingly serious with the rapid increase in usage of traffic sensors. Analyses of the Beijing ring expressway have showed that up to 50% of microwave sensors pose missing values.
Xiaolei Ma, Sen Luan, Bowen Du, Bin Yu
doaj   +1 more source

Marginally Calibrated Deep Distributional Regression [PDF]

Journal of Computational and Graphical Statistics, 2020
Deep neural network (DNN) regression models are widely used in applications requiring state-of-the-art predictive accuracy. However, until recently there has been little work on accurate uncertainty quantification for predictions from such models. We add to this literature by outlining an approach to constructing predictive distributions that are ...
Nadja Klein, David J. Nott, Michael Stanley Smith   +2 more
openaire   +3 more sources

Selection of the Best Copula Function in Bivariate Analysis of Water Resources Components (Case study: Siminehrood River Basin, Iran) [PDF]

Water Harvesting Research
The copula function is a joint distribution of correlated random variables that are defined based on univariate marginal distributions. The aim of the present study is to select the best copula function to create joint probability distributions between ...
Fahimeh Sharifan, Yousef Ramezani, Mahdi Amirabadizadeh, Carlo De Michele   +3 more
doaj   +1 more source