Results 91 to 100 of about 94,299 (278)
Modelling international financial returns with a multivariate regime switching copula [PDF]
In order to capture observed asymmetric dependence in international financial returns, we construct a multivariate regime-switching model of copula. We model dependence with one Gaussian and one canonical vine copula regime.
Alfonso , VALDESOGO +2 more
core
Measurement and Forecasting of Systemic Risk: A Vine Copula Grouped-CoES Approach
MathematicsMeasuring systemic risk plays an important role in financial risk management to control systemic risk. By means of a vine copula grouped-CoES method, this paper aims to measure the systemic risk of Chinese financial markets. The empirical study indicates
Huiting Duan, Jinghu Yu, Linxiao Wei
semanticscholar +1 more source
Engine remaining useful life prediction model based on R-Vine copula with multi-sensor data. [PDF]
Heliyon, 2023 Liu S, Jiang H.
europepmc +1 more source
Fatigue Load Modeling of Floating Wind Turbines Based on Vine Copula Theory and Machine Learning
Journal of Marine Science and EngineeringFatigue load modeling is crucial for optimizing and assessing the lifespan of floating wind turbines. This study addresses the complex characteristics of fatigue loads on floating wind turbines under the combined effects of wind and waves.
Xinyu Yuan +9 more
semanticscholar +1 more source
Copula Modeling of COVID-19 Excess Mortality
RisksCOVID-19’s effects on mortality are hard to quantify. Issues with attribution can cause problems with resulting conclusions. Analyzing excess mortality addresses this concern and allows for the analysis of broader effects of the pandemic.
Jonas Asplund, Arkady Shemyakin
doaj +1 more source
Mixed vine copula flows for flexible modeling of neural dependencies. [PDF]
Front Neurosci, 2022 Mitskopoulos L, Amvrosiadis T, Onken A.
europepmc +1 more source
Erratum regarding “Optimizing effective numbers of tests by vine copula modeling”
Dependence Modeling, 2020 We correct the definition of the family-wise error rate in our previous article “Optimizing effective numbers of tests by vine copula modeling”.
Steffen Nico, Dickhaus Thorsten
doaj +1 more source
Investigation of Corticomuscular Functional Coupling during Hand Movements Using Vine Copula. [PDF]
Brain Sci, 2022 Ye F, Ding J, Chen K, Xi X.
europepmc +1 more source
An econometric Study for Vine Copulas
, 2010 International audienceWe present a new recursive algorithm to construct vine copulas based on an underlying tree structure. This new structure is interesting to compute multivariate distributions for dependent random variables.
Guegan, Dominique, Maugis, Pierre-André
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Hydrology and Earth System Sciences. Precipitation is a vital key element in various studies of hydrology, flood prediction, drought monitoring, and water resource management. The main challenge in conducting studies over remote regions with rugged topography is that weather stations are ...
Mohammed Abdallah +8 more
semanticscholar +1 more source