Results 71 to 80 of about 583 (205)
Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information
, 2022 We show how inter-asset dependence information derived from observed market prices of liquidly traded options can lead to improved model-free price bounds for multi-asset derivatives.
Ansari, Jonathan +3 more
core
Recursive Random Binning to Detect and Display Pairwise Dependence
Statistical Analysis and Data Mining: An ASA Data Science Journal, Volume 18, Issue 5, October 2025.ABSTRACT Random binnings generated via recursive binary splits are introduced as a way to detect, measure the strength of, and to display the pattern of association between any two variates, whether one or both are continuous or categorical. This provides a single approach to ordering large numbers of variate pairs by their measure of dependence and ...
Chris Salahub, R. Wayne Oldford
wiley +1 more source
Discrete Imprecise Copulas [PDF]
In this paper, we study discrete quasi-copulas associated with imprecise copulas. We focus on discrete imprecise copulas that are in correspondence with the Alternating Sign Matrices and provide some construction techniques of dual pairs.
Košir, Tomaž, Perrone, Elisa
core +1 more source
Extending multivariate sub-quasi-copulas [PDF]
, 2023 Damjana Kokol Bukovšek +3 more
openalex +1 more source
A copula-based approach to aggregation functions [PDF]
This paper presents the role of copula functions in the theory of aggregation operators and an axiomatic characterization of Archimedean aggregation functions.
Maddalena Manzi, Marta Cardin
core
A primer on triangle functions II [PDF]
, 2010 In [32] we presented an overview of concepts, facts and results on triangle functions based on the notions of t-norm, copula, (generalized) convolution, semicopula, quasi-copula. Here, we continue our presentation.
S. Saminger Platz, SEMPI, Carlo
core
Fuzzy preference modelling and some consequences for fuzzy implications and quasi-copulas [PDF]
, 2013 Dana Hlin na, Martin Kalina, Pavol Kra
openalex +1 more source
Discrete copulas and quasi-copulas
, 2022 The thesis gives a brief introduction to two dimensional copulas and related functions. Firstly, we present copulas, their usage and according history. Furthermore, in the text we include some examples and visual representations for this purpose. Copulas are cumulative distribution functions defined on the unit square with marginal distributions which ...
openaire +1 more source
Képi sémák az 'ül' kvázikopulák létrejöttének hátterében [PDF]
In the present paper, I investigate the meanings of the quasi-copula ’sit’ in European and non-European languages. Preliminary research suggests that languages can be grouped according to whether or not the quasi-copula verb 'sit' is used at all and, if ...
Sipos Mária
core
A study on the cardinality of some families of discrete operators through alternating sign matrices [PDF]
[eng] Determining the number of discrete operators has been a topic of interest for the scientific community since the introduction of these operators. This paper represents a further stage within this topic in the field of operators defined on a finite ...
Massanet, S. +2 more
core +1 more source