Search results for "Copula"

Hits ?▲	Authors	Title	Venue	Year	Link	Author keywords
182	Manying Bai, Lujie Sun	Application of Copula and Copula-CVaR in the Multivariate Portfolio Optimization.	ESCAPE	2007	DBLP DOI BibTeX RDF	CVaR, Portfolio Optimization, Copula, GARCH
98	Ping Li 0037, Peng Shi 0003, Guangdong Huang	A New Algorithm Based on Copulas for Financial Risk Calculation with Applications to Chinese Stock Markets.	WINE	2005	DBLP DOI BibTeX RDF
86	Ralph dos Santos Silva, Hedibert Freitas Lopes	Copula, marginal distributions and model selection: a Bayesian note.	Stat. Comput.	2008	DBLP DOI BibTeX RDF	Deviance information criterion, Marginal distribution, Measure of dependence, Monte Carlo study, Skewness, Copula
77	Anna Kolesárová, Juliana Mordelová	Quasi-copulas and copulas on a discrete scale.	Soft Comput.	2006	DBLP DOI BibTeX RDF	Discrete quasi-copula, Discrete copula, Diagonal section
71	Lifang Wang, Jianchao Zeng 0001, Yi Hong 0008	Estimation of distribution algorithm based on archimedean copulas.	GEC Summit	2009	DBLP DOI BibTeX RDF	Sklar's theorem, archimedean copulas, copula theory, estimation of distribution algorithms (EDAS)
69	Sebastian Jaimungal, Eddie K. H. Ng	Kernel-Based Copula Processes.	ECML/PKDD (1)	2009	DBLP DOI BibTeX RDF	Heteroskedasticity, Financial Derivatives, Risk Management, Kernel Methods, Maximum Likelihood Estimation, Time-Series Analysis, Gaussian Processes, Copula
69	Kapil Agrawal	Building Efficient Frontier by CVaR minimization for Non-normal Asset Returns Using Copula Theory.	CSE	2008	DBLP DOI BibTeX RDF	Multivariate distribution, Multi-objective Evolutionary Algorithm, Portfolio Optimization, NSGA-II, Copula, Value-at-Risk, Conditional Value-at-Risk, Extreme Value Theory, conditional expectation
69	Mario Trottini, Krishnamurty Muralidhar, Rathindra Sarathy	A Preliminary Investigation of the Impact of Gaussian Versus t-Copula for Data Perturbation.	Privacy in Statistical Databases	2008	DBLP DOI BibTeX RDF	Tail Dependence, Copula, Data Perturbation, Data Masking
69	Arunabha Mukhopadhyay, Samir Chatterjee, Debashis Saha, Ambuj Mahanti, Samir K. Sadhukhan	e-Risk Management with Insurance: A Framework Using Copula Aided Bayesian Belief Networks.	HICSS	2006	DBLP DOI BibTeX RDF	e-risk, premium, e-commerce, Bayesian Belief Network (BBN), copula, security breach
66	Bernard De Baets, Hans E. De Meyer	Orthogonal Grid Constructions of Copulas.	IEEE Trans. Fuzzy Syst.	2007	DBLP DOI BibTeX RDF
66	Ping Li 0037, Hou-Sheng Chen, Guangdong Huang, Xiao-Jun Shi	On Portfolio's Default-Risk-Adjusted Duration and Value: Model and Algorithm Based on Copulas.	WINE	2006	DBLP DOI BibTeX RDF
55	Rogelio Salinas-Gutiérrez, Arturo Hernández Aguirre, Enrique Raúl Villa Diharce	D-vine EDA: a new estimation of distribution algorithm based on regular vines.	GECCO	2010	DBLP DOI BibTeX RDF	d-vine, gaussian copula, regular vines, edas
55	Sarat C. Dass, Karthik Nandakumar, Anil K. Jain 0001	A Principled Approach to Score Level Fusion in Multimodal Biometric Systems.	AVBPA	2005	DBLP DOI BibTeX RDF	Biometric recognition, multimodal biometric systems, Gaussian copula models, Generalized densities, Neyman-Pearson theorem, fusion
53	Diresh Jewan, Renkuan G. Guo, Gareth Witten	Expected Tail Loss Efficient Frontiers for CDOS of Bespoke Portfolios Under One-Factor Copula Marginal Distributions.	World Congress on Engineering (Selected Papers)	2008	DBLP DOI BibTeX RDF	Collateralized Debt Obligations, Expected Tail Loss, Efficient Frontiers, Bespoke Portfolio, One-Factor Copula Marginal Distribution
49	Arturo Erdely, José M. González-Barrios	A Small-Sample Nonparametric Independence Test for the Archimedean Family of Bivariate Copulas.	SMPS	2008	DBLP DOI BibTeX RDF
47	Chandra R. Bhat, Ipek N. Sener	A copula-based closed-form binary logit choice model for accommodating spatial correlation across observational units.	J. Geogr. Syst.	2009	DBLP DOI BibTeX RDF	JEL C35
47	Agostino Capponi, Umberto Cherubini	A Copula Function Approach to Infer Correlation in Prediction Markets.	AMMA	2009	DBLP DOI BibTeX RDF
47	Jian Ma, Zengqi Sun	Copula Component Analysis.	ICA	2007	DBLP DOI BibTeX RDF
47	Wanmo Kang, Perwez Shahabuddin	Fast simulation for multifactor portfolio credit risk in the t-copula model.	WSC	2005	DBLP DOI BibTeX RDF
47	Krzysztof Jajuga, Daniel Papla	Copula Functions in Model Based Clustering.	GfKl	2005	DBLP DOI BibTeX RDF
45	Erich-Peter Klement, Anna Kolesárová	1-Lipschitz Aggregation Operators, Quasi-Copulas and Copulas with Given Opposite Diagonal.	Fuzzy Days	2004	DBLP DOI BibTeX RDF	1-Lipschitz aggregation operator, quasi-copula, copula
39	Luc Schneider	The Logic of the Ontological Square.	Stud Logica	2009	DBLP DOI BibTeX RDF	particulars, substances, Universals, predication, modes, copula, formal ontology
39	Bernard De Baets, Hans E. De Meyer, Karel De Loof	The Omnipresence of Cycle-Transitivity in the Comparison of Random Variables.	SMPS	2008	DBLP DOI BibTeX RDF	Cycle-transitivity, Random variables comparison, Reciprocal relation, T-transitivity, Transitivity, Poset, t-Norm, Copula
39	Sarat C. Dass, Yongfang Zhu, Anil K. Jain 0001	Validating a Biometric Authentication System: Sample Size Requirements.	IEEE Trans. Pattern Anal. Mach. Intell.	2006	DBLP DOI BibTeX RDF	Gaussian copula models, ROC confidence bands, bootstrap, error estimation, Biometric authentication
37	Max Walter, Sebastian Esch, Philipp Limbourg	COBAREA: The COpula-BAsed REliability and Availability Modeling Environment.	QEST	2009	DBLP DOI BibTeX RDF	reliability block diagrams, dependent basic events, reliability, software tool, availability, copula, fault trees
33	Natalia M. Markovich	Modeling of dependence in a peer-to-peer video application.	IWCMC	2010	DBLP DOI BibTeX RDF	IPTV video packet flow, statistical traffic modeling and characterization, peer-to-peer
33	Gaspar Mayor, Jaume Suñer, Joan Torrens	Sklar's Theorem in Finite Settings.	IEEE Trans. Fuzzy Syst.	2007	DBLP DOI BibTeX RDF
33	Elisa Luciano, Marina Marena	Copulae as a new tool in financial modelling.	Oper. Res.	2002	DBLP DOI BibTeX RDF	Copulas, Financial modelling, Asset pricing
31	Gaspar Mayor, Jaume Suñer, Joan Torrens	Copula-Like Operations on Finite Settings.	IEEE Trans. Fuzzy Syst.	2005	DBLP DOI BibTeX RDF
31	Dorota Kurowicka, Roger M. Cooke	Advanced input modeling: the vine copula method for representing high dimensional dependent distributions: application to continuous belief nets.	WSC	2002	DBLP DOI BibTeX RDF
29	Weiming Li, Xueqian Wang 0002, Gang Li 0008	NN-Copula-CD: A Copula-Guided Interpretable Neural Network for Change Detection in Heterogeneous Remote Sensing Images.	CoRR	2023	DBLP DOI BibTeX RDF
29	Shisong Liu, Shaojun Li	Multi-model D-vine copula regression model with vine copula-based dependence description.	Comput. Chem. Eng.	2022	DBLP DOI BibTeX RDF
29	Zhi Zeng, Ting Wang	Neural Copula: A unified framework for estimating generic high-dimensional Copula functions.	CoRR	2022	DBLP DOI BibTeX RDF
29	Jong-Min Kim 0001, Jaiwook Baik, Mitch Reller	Control charts of mean and variance using copula Markov SPC and conditional distribution by copula.	Commun. Stat. Simul. Comput.	2021	DBLP DOI BibTeX RDF
29	Leming Qu, Yang Lu	Copula density estimation by finite mixture of parametric copula densities.	Commun. Stat. Simul. Comput.	2021	DBLP DOI BibTeX RDF
29	Toktam Hosseini, Mehdi Jabbari Nooghabi	Discussion about inaccuracy measure in information theory using co-copula and copula dual functions.	J. Multivar. Anal.	2021	DBLP DOI BibTeX RDF
29	Huizi Ma, Lin Lin, Han Sun, Yue Qu	Research on the Dependence Structure and Risk Spillover of Internet Money Funds Based on C-Vine Copula and Time-Varying t-Copula.	Complex.	2021	DBLP DOI BibTeX RDF
29	Yuan Rong, Yi Liu 0005, Zheng Pei 0001	Generalized Single-Valued Neutrosophic Power Aggregation Operators Based on Archimedean Copula and Co-Copula and Their Application to Multi-Attribute Decision-Making.	IEEE Access	2020	DBLP DOI BibTeX RDF
29	Ayyub Sheikhi, Fereshteh Arad, Radko Mesiar, Lucia Vavríková	Random noise and perturbation of copula with a copula induced noise.	Int. J. Gen. Syst.	2020	DBLP DOI BibTeX RDF
29	Matjaz Omladic, Nik Stopar	Final solution to the problem of relating a true copula to an imprecise copula.	Fuzzy Sets Syst.	2020	DBLP DOI BibTeX RDF
29	He-Qing Mu, Han-Teng Liu, Ji-Hui Shen	Copula-Based Uncertainty Quantification (Copula-UQ) for Multi-Sensor Data in Structural Health Monitoring.	Sensors	2020	DBLP DOI BibTeX RDF
29	Didier Cossin, Henry Schellhorn, Nan Song, Satjaporn Tungsong	Corrigendum to "A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula".	Adv. Decis. Sci.	2016	DBLP DOI BibTeX RDF
29	Ingrid Hobæk Haff, Johan Segers	Nonparametric estimation of pair-copula constructions with the empirical pair-copula.	Comput. Stat. Data Anal.	2015	DBLP DOI BibTeX RDF
29	Bernard De Baets, Hans E. De Meyer, Juan Fernández-Sánchez, Manuel Úbeda-Flores	On the existence of a trivariate copula with given values of a trivariate quasi-copula at several points.	Fuzzy Sets Syst.	2013	DBLP DOI BibTeX RDF
29	Lifang Wang, Xiaodong Guo, Jianchao Zeng 0001, Yi Hong 0008	Copula estimation of distribution algorithms based on exchangeable Archimedean copula.	Int. J. Comput. Appl. Technol.	2012	DBLP DOI BibTeX RDF
29	Ahmet Bilgili	Copula tabanlı yeni bir yansıma modeli (A Copula-based BRDF model)		2011	RDF
29	Didier Cossin, Henry Schellhorn, Nan Song, Satjaporn Tungsong	A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula.	Adv. Decis. Sci.	2010	DBLP DOI BibTeX RDF
29	Frederik Michiels, Ann De Schepper	A copula test space model how to avoid the wrong copula choice.	Kybernetika	2008	DBLP BibTeX RDF
22	M. S. Ridout	Generating random numbers from a distribution specified by its Laplace transform.	Stat. Comput.	2009	DBLP DOI BibTeX RDF	Archimedean copula, Laplace transform inversion, Positive stable distribution, Tempered stable distribution
22	Bernard De Baets, Hans E. De Meyer	Transitive approximation of fuzzy relations by alternating closures and openings.	Soft Comput.	2003	DBLP DOI BibTeX RDF	Min-transitive approximation, Transitive opening, Transitivity, Transitive closure, Fuzzy relation, Copula, Triangular norm
16	Jalila Jbilou, Réjean Landry, Nabil Amara, Salaheddine El Adlouni	Combining Communication Technology Utilization and Organizational Innovation: Evidence from Canadian Healthcare Decision Makers.	J. Medical Syst.	2009	DBLP DOI BibTeX RDF	Information and communication technology utilization, Organizational innovation, Healthcare organizations, Empirical, Decision makers, Canada
16	Johann Christoph Strelen	Tools for dependent simulation input with copulas.	SimuTools	2009	DBLP DOI BibTeX RDF	performance analysis tools, performance modeling, stochastic models, stochastic simulation, workload modeling, random variate generation
16	Manuel Úbeda-Flores	On the best-possible upper bound on sets of copulas with given diagonal sections.	Soft Comput.	2008	DBLP DOI BibTeX RDF	Diagonal sections, Quasi-copulas, Bounds, Copulas
16	Petr Hájek 0001, Radko Mesiar	On copulas, quasicopulas and fuzzy logic.	Soft Comput.	2008	DBLP DOI BibTeX RDF
16	William Ketchantang, Stéphane Derrode, Lionel Martin, Salah Bourennane	Pearson-based mixture model for color object tracking.	Mach. Vis. Appl.	2008	DBLP DOI BibTeX RDF
16	János C. Fodor, Bernard De Baets	Fuzzy Preference Modelling: Fundamentals and Recent Advances.	Fuzzy Sets and Their Extensions: Representation, Aggregation and Models	2008	DBLP DOI BibTeX RDF
16	Alexander Kaganov, Paul Chow, Asif Lakhany	FPGA acceleration of Monte-Carlo based credit derivative pricing.	FPL	2008	DBLP DOI BibTeX RDF
16	Luca Capriotti	Reducing the variance of likelihood ratio greeks in Monte Carlo.	WSC	2008	DBLP DOI BibTeX RDF
16	Samuel Ehrlichman, Shane G. Henderson	Comparing two systems: Beyond common random numbers.	WSC	2008	DBLP DOI BibTeX RDF
16	Fabrizio Durante, Susanne Saminger-Platz, Peter Sarkoci	On Patchwork Techniques for 2-Increasing Aggregation Functions and Copulas.	SMPS	2008	DBLP DOI BibTeX RDF
16	Zhiyong Chen, Paul Glasserman	Approximations and control variates for pricing portfolio credit derivatives.	WSC	2007	DBLP DOI BibTeX RDF
16	Johann Christoph Strelen, Feras Nassaj	Analysis and generation of random vectors with copulas.	WSC	2007	DBLP DOI BibTeX RDF
16	Rosa Del Gaudio, António Branco	Automatic Extraction of Definitions in Portuguese: A Rule-Based Approach.	EPIA Workshops	2007	DBLP DOI BibTeX RDF
16	Anna Kolesárová, Radko Mesiar, Juliana Mordelová, Carlo Sempi	Discrete Copulas.	IEEE Trans. Fuzzy Syst.	2006	DBLP DOI BibTeX RDF
16	Paul Embrechts, Giovanni Puccetti 0001	Bounds for Functions of Dependent Risks.	Finance Stochastics	2006	DBLP DOI BibTeX RDF	JEL Classifications G10
16	Dalton F. Andrade, Pedro Alberto Barbetta, Paulo José de Freitas Filho, Ney A. de Mello Zunino, Carlos Magno Couto Jacinto	Using copulas in risk analysis.	WSC	2006	DBLP DOI BibTeX RDF
16	Svenja Hager, Rainer Schöbel	Deriving the Dependence Structure of Portfolio Credit Derivatives Using Evolutionary Algorithms.	International Conference on Computational Science (4)	2006	DBLP DOI BibTeX RDF
16	Karel De Loof, Hans E. De Meyer, Bernard De Baets	Graded Stochastic Dominance as a Tool for Ranking the Elements of a Poset.	SMPS	2006	DBLP DOI BibTeX RDF
16	Farid Flitti, Christophe Collet 0001, Annabele Joannic-Chardin	Unsupervised multiband image segmentation using hidden Markov quadtree and copulas.	ICIP (2)	2005	DBLP DOI BibTeX RDF
16	Saskia Janssens, Bernard De Baets, Hans E. De Meyer	Inequalities in Fuzzy Probability Calculus.	IFSA	2003	DBLP DOI BibTeX RDF
16	Kumaraswamy Ponnambalam, Abbas Seifi, Jirí Vlach	Yield optimization with correlated design parameters and non-symmetrical marginal distributions.	ISCAS (4)	2003	DBLP DOI BibTeX RDF
16	David Livingstone, Hamid Gharib	Data Typing in APL.	APL	1989	DBLP DOI BibTeX RDF	APL
14	Heba Askr, Mahmoud Abdel-Salam, Aboul Ella Hassanien	Copula entropy-based golden jackal optimization algorithm for high-dimensional feature selection problems.	Expert Syst. Appl.	2024	DBLP DOI BibTeX RDF
14	Salma Mefteh-Wali, Hassen Rais, Guillaume Schier	Is CSR linked to idiosyncratic risk? Evidence from the copula approach.	Ann. Oper. Res.	2024	DBLP DOI BibTeX RDF
14	Hung-Kai Pi, Meihui Guo, Ray-Bing Chen, Shih-Feng Huang	ECOPICA: empirical copula-based independent component analysis.	Stat. Comput.	2024	DBLP DOI BibTeX RDF
14	Damoon Shahbaztabar, Imène Trigui, Wei-Ping Zhu 0001, Wessam Ajib	Performance Analysis of RIS-Assisted Communication With Direct Link: A New Copula Application.	IEEE Open J. Commun. Soc.	2024	DBLP DOI BibTeX RDF
14	Xiaoqing Luo, Kai Li, Anqi Wang, Zhancheng Zhang, Xiaojun Wu 0001	Infrared and visible image fusion based on quaternion wavelets transform and feature-level Copula model.	Multim. Tools Appl.	2024	DBLP DOI BibTeX RDF
14	Fuli He, Ali Yarahmadi, Fazlollah Soleymani	Investigation of multivariate pairs trading under copula approach with mixture distribution.	Appl. Math. Comput.	2024	DBLP DOI BibTeX RDF
14	Steven De Keyser, Irène Gijbels	Hierarchical variable clustering via copula-based divergence measures between random vectors.	Int. J. Approx. Reason.	2024	DBLP DOI BibTeX RDF
14	Yanzhao Hou, Jinghan Mao, Shunhang Zhang, Qimei Cui, Xiaofeng Tao, Weichao Li 0001, Yu Chen 0006	A Copula-Based Approach to Performance Analysis of Fluid Antenna System With Multiple Fixed Transmit Antennas.	IEEE Wirel. Commun. Lett.	2024	DBLP DOI BibTeX RDF
14	Jingwen Song, Yifei Zhang, Yifan Cui, Ting Yue, Yan Dang 0003	Bayesian active learning approach for estimation of empirical copula-based moment-independent sensitivity indices.	Eng. Comput.	2024	DBLP DOI BibTeX RDF
14	Fatemeh Rezaee, Ehsan Bahrami Samani	Gaussian copula joint models for mixed longitudinal zero-inflated count and continuous responses.	Commun. Stat. Simul. Comput.	2024	DBLP DOI BibTeX RDF
14	Afrooz Shakoori, Muhyiddin Izadi, Baha-Eldin Khaledi	Copula based Bayesian data analysis of loss reserving.	Commun. Stat. Simul. Comput.	2024	DBLP DOI BibTeX RDF
14	Yue Li, Jimin Ye	Analysis for partially accelerated dependent competing risks model with masked data based on copula function.	Commun. Stat. Simul. Comput.	2024	DBLP DOI BibTeX RDF
14	M. Mohammadi, Mahdi Emadi, Mohammad Amini	Testing bivariate independence based on α -divergence by improved probit transformation method for copula density estimation.	Commun. Stat. Simul. Comput.	2024	DBLP DOI BibTeX RDF
14	Yuan-Hsin Lin, Li-Hsien Sun, Yi-Ju Tseng, Takeshi Emura	The Pareto type I joint frailty-copula model for clustered bivariate survival data.	Commun. Stat. Simul. Comput.	2024	DBLP DOI BibTeX RDF
14	Zhixin Lun, Ravindra Khattree	A general approach for imputation of non-normal continuous data based on copula transformation.	Commun. Stat. Simul. Comput.	2024	DBLP DOI BibTeX RDF
14	Amisha Khati, Neelam Chantola, S. B. Singh	Availability modeling of systems incorporating uncertainty & multiple failure modes using critical repair time & copula.	Commun. Stat. Simul. Comput.	2024	DBLP DOI BibTeX RDF
14	Xin-Wei Huang, Takeshi Emura	Computational methods for a copula-based Markov chain model with a binomial time series.	Commun. Stat. Simul. Comput.	2024	DBLP DOI BibTeX RDF
14	Alejandro Román Vásquez, Gabriel Escarela, Hortensia Josefina Reyes-Cervantes, Gabriel Núñez-Antonio	Gaussian Copula Regression Modeling for Marker Classification Metrics with Competing Risk Outcomes.	Int. J. Math. Math. Sci.	2024	DBLP DOI BibTeX RDF
14	Alejandro Román Vásquez, José Ulises Márquez Urbina, Graciela González-Farías, Gabriel Escarela	Controlling the false discovery rate by a Latent Gaussian Copula Knockoff procedure.	Comput. Stat.	2024	DBLP DOI BibTeX RDF
14	Oskar Laverny, Santiago Jiménez	Copulas.jl: A fully Distributions.jl-compliant copula package.	J. Open Source Softw.	2024	DBLP DOI BibTeX RDF
14	Giuseppe Serra 0003, Photios A. Stavrou, Marios Kountouris	Copula-based Estimation of Continuous Sources for a Class of Constrained Rate-Distortion-Functions.	CoRR	2024	DBLP DOI BibTeX RDF
14	Hamed Khosravi, Srinjoy Das, Abdullah Al-Mamun 0004, Imtiaz Ahmed 0002	Binary Gaussian Copula Synthesis: A Novel Data Augmentation Technique to Advance ML-based Clinical Decision Support Systems for Early Prediction of Dialysis Among CKD Patients.	CoRR	2024	DBLP DOI BibTeX RDF
14	Yang Li, Qiuyi Huang, Chong Zhong, Danjuan Yang, Meiyan Li, A. H. Welsh, Aiyi Liu, Bo Fu, Catherine C. Liu, Xingtao Zhou	OUCopula: Bi-Channel Multi-Label Copula-Enhanced Adapter-Based CNN for Myopia Screening Based on OU-UWF Images.	CoRR	2024	DBLP DOI BibTeX RDF
14	Thomas Randall, Jaehoon Koo, Brice Videau, Michael Kruse, Xingfu Wu, Paul D. Hovland, Mary W. Hall, Rong Ge 0002, Prasanna Balaprakash	Transfer-Learning-Based Autotuning Using Gaussian Copula.	CoRR	2024	DBLP DOI BibTeX RDF
14	Jian Ma	Change Point Detection with Copula Entropy based Two-Sample Test.	CoRR	2024	DBLP DOI BibTeX RDF
14	Hongwei Xu, Wei Qin, Jinhua Hu, Yan-Ning Sun, Youlong Lv, Jie Zhang 0041	A Copula network deconvolution-based direct correlation disentangling framework for explainable fault detection in semiconductor wafer fabrication.	Adv. Eng. Informatics	2024	DBLP DOI BibTeX RDF
14	Susanne Saminger-Platz, Anna Kolesárová, Adam Seliga, Radko Mesiar, Erich-Peter Klement	Parameterized transformations and truncation: When is the result a copula?	J. Comput. Appl. Math.	2024	DBLP DOI BibTeX RDF
14		Retraction Note: Premium rate making of jujube revenue insurance in Xinjiang Aksu Region based on the mixed Copula-stochastic optimization model.	J. Comb. Optim.	2024	DBLP DOI BibTeX RDF