JSTOR Daily

Bayesian estimation of a bivariate copula using the Jeffreys prior

This is a preview. Log in through your library . Abstract A bivariate distribution with continuous margins can be uniquely decomposed via a copula and its marginal distributions. We consider the ...
JSTOR Daily

Probability Distribution of Nonlinear Wave Surface Slope Based on Copula Function

Journal of Coastal Research, SPECIAL ISSUE NO. 103. Global Topics and New Trends in Coastal Research: Port, Coastal and Ocean Engineering (SUMMER 2020), pp. 839-842 (4 pages) In order to improve the ...
生物通

基于连词（Copula）的深度学习模型在处理竞争性风险中的应用

本研究提出结合可学习Copula函数（Clayton、Frank、Gaussian）与CNN、LSTM及CNN-LSTM深度学习模型的方法，用于竞争风险生存分析。通过模拟数据和真实临床数据验证，发现Clayton和Frank Copula模型在Brier score、准确率和宏F1分数上表现最优，尤其Clayton LSTM模型在模拟数据中 ...
Reuters

The dangerous Gaussian copula function

MacKenzie is a very smart sociologist, who understands quants and copula functions much more deeply than I ever did. (And, like most journalists, I forgot nearly all of what I ever knew about them ...
Finextra

Risk and portfolio management advanced approaches for Implementing Stochastic Correlation ...

As global financial markets become increasingly interconnected, accurately modelling correlations between assets is essential. Traditional models often assume static correlations, which fail to ...