Results 81 to 90 of about 94,299 (278)
Univariate conditioning of vine copulas
Journal of Multivariate Analysis, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Copula‐Based Cosimulation for Simulating Temporal or Spatial Data in Biogeosciences
Journal of Geophysical Research: Biogeosciences, Volume 130, Issue 10, October 2025.Abstract Accurate modeling of dependencies between variables of interest is imperative for understanding biophysical processes and mechanisms relevant to biogeosciences research. This study presents copula‐based cosimulation (CopCoSim) as an approach to model the temporal or spatial joint distributions of multiple variables by capturing their ...
Van Huong Le, Rodrigo Vargas
wiley +1 more source
Multivariate modeling of flood characteristics using Vine copulas
Environmental Earth Sciences, 2020 Vine copulas provide a great deal of flexibility in modeling complex dependence structures between the variables. In spite of its importance, very limited attention has been paid in hydrology field. In the present study, multivariate modelling of flood characteristics was performed using traditional Archimedean and Elliptical and Vine copulas.
Fatih Tosunoglu +2 more
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Earthquake Engineering &Structural Dynamics, Volume 54, Issue 10, Page 2433-2452, August 2025.ABSTRACT A new generation of yielding links, referred to as cast steel replaceable modular yielding links (CMLs), was recently validated through extensive large‐scale testing, to enhance the seismic performance of steel eccentrically braced frames (EBFs). The effective use of CMLs relies on accurately evaluating the seismic response of the EBF systems,
Hongzhou Zhang, Pedram Mortazavi
wiley +1 more source
Seismic Reliability Analysis of Reinforced Concrete Arch Bridges Considering Component Correlation
BuildingsTo more effectively account for the correlation between components in the seismic reliability analysis of reinforced concrete arch bridges, this study proposes a system seismic reliability analysis method based on the D-vine Copula function. First, based
Jianjun Liu +4 more
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Developing a vine copula model to simulate and predict long serial lake water levels [PDF]
, 2023 Shixiang Gu +9 more
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Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index
Computational EconomicsRecently, the complex dependence patterns among various stocks gained more importance. Measuring the dependency structure is critical for investors to manage their portfolio risks.
O. Evkaya +3 more
semanticscholar +1 more source
Tail Risk Hedging: The Superiority of the Naïve Hedging Strategy
Journal of Futures Markets, Volume 45, Issue 8, Page 977-1005, August 2025.ABSTRACT Mitigating extreme tail risk is essential for institutions and corporations to prevent financial losses from severe asset price fluctuations across many asset classes. This study shows that a simple futures hedging strategy, the naïve hedge, is remarkably effective at managing tail risk—so much so that few other methods can beat it.
Min Cao, Thomas Conlon
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IEEE AccessFlight dynamic-based physical models are employed to assess the risk of runway overruns, predicting risk based on the metric given by the distance to a controllable speed of 80 knots after landing.
Hassan Alnasser +4 more
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Vine copulas structures modeling on Russian stock market
Discrete and Continuous Models and Applied Computational Science, 2019 Pair-copula constructions have proven to be a useful tool in statistical modeling, particularly in the field of finance. The copula-based approach can be used to choose a model that describes the dependence structure and marginal behaviour of the data in
Eugeny Yu. Shchetinin
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