Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
14 | Phachongchit Tibprasorn, Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta |
A Copula-Based Stochastic Frontier Model for Financial Pricing. |
IUKM |
2015 |
DBLP DOI BibTeX RDF |
|
14 | Xue Gong, Songsak Sriboonchitta, Jianxu Liu |
The Economic Evaluation of Volatility Timing on Commodity Futures Using Periodic GARCH-Copula Model. |
IUKM |
2015 |
DBLP DOI BibTeX RDF |
|
14 | Hien D. Tran, Uyen Hoang Pham, Sel Ly, T. Vo-Duy |
A New Measure of Monotone Dependence by Using Sobolev Norms for Copula. |
IUKM |
2015 |
DBLP DOI BibTeX RDF |
|
14 | Trung Tran, Dang Tuan Nguyen |
Ambiguous Antecedents Resolution in Summarization of Vietnamese Sentences Formed by Identical Relationship with Copula "LÀ". |
ICCASA |
2015 |
DBLP DOI BibTeX RDF |
|
14 | Junwen Duan, Xiao Ding, Ting Liu 0001 |
A Gaussian Copula Regression Model for Movie Box-office Revenue Prediction with Social Media. |
SMP |
2015 |
DBLP DOI BibTeX RDF |
|
14 | Xin Yan, Laurent Clavier, Gareth W. Peters, Nourddine Azzaoui, François Septier, Ido Nevat |
Skew-t copula for dependence modelling of impulsive (α-stable) interference. |
ICC |
2015 |
DBLP DOI BibTeX RDF |
|
14 | Alireza Bayestehtashk, Izhak Shafran |
Efficient and accurate multivariate class conditional densities using copula. |
ICASSP |
2015 |
DBLP DOI BibTeX RDF |
|
14 | Dragana Bajic, Tatjana Loncar-Turukalo, Tamara Skoric, Nina Japundzic-Zigon |
Blood pressure and pulse interval coupling: A copula approach. |
EMBC |
2015 |
DBLP DOI BibTeX RDF |
|
14 | Xuan Wang, Junling Cai, Kaijian He |
EMD Copula based Value at Risk Estimates for Electricity Markets. |
ITQM |
2015 |
DBLP DOI BibTeX RDF |
|
14 | Fang Dong 0004, Kui Wu 0001, S. Venkatesh 0001 |
Copula analysis for statistical network calculus. |
INFOCOM |
2015 |
DBLP DOI BibTeX RDF |
|
14 | Dinu Kaufmann, Sebastian Keller 0001, Volker Roth 0001 |
Copula Archetypal Analysis. |
GCPR |
2015 |
DBLP DOI BibTeX RDF |
|
14 | Yue Teng, Liguo Zhou, Jinliang Chen |
The research on supply chain portfolio default risk of financial enterprises based on archimedean no.12 copula. |
IEEM |
2015 |
DBLP DOI BibTeX RDF |
|
14 | Benoit Huyot, Yves Mabiala, Jean-François Marcotorchino |
Optimal Transport, Independance Versus Indetermination Duality, Impact on a New Copula Design. |
GSI |
2015 |
DBLP DOI BibTeX RDF |
|
14 | Dustin Tran, David M. Blei, Edoardo M. Airoldi |
Copula variational inference. |
NIPS |
2015 |
DBLP BibTeX RDF |
|
14 | Zorana Bankovic, Pedro López-García 0001 |
Improved Energy-Aware Stochastic Scheduling Based on Evolutionary Algorithms via Copula-Based Modeling of Task Dependences. |
SOCO |
2015 |
DBLP DOI BibTeX RDF |
|
14 | Lukás Slechan, Jan Górecki |
On the Accuracy of Copula-Based Bayesian Classifiers: An Experimental Comparison with Neural Networks. |
ICCCI (1) |
2015 |
DBLP DOI BibTeX RDF |
|
14 | Kalyan Veeramachaneni, Alfredo Cuesta-Infante, Una-May O'Reilly |
Copula Graphical Models for Wind Resource Estimation. |
IJCAI |
2015 |
DBLP BibTeX RDF |
|
14 | Yuan Zhuang |
Time series clustering using copula-based higher order Markov process. |
|
2015 |
RDF |
|
14 | Xunfa Lu, Kin Keung Lai, Liang Liang 0001 |
Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model. |
Ann. Oper. Res. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Xiaohu Li, Yinping You |
A note on allocation of portfolio shares of random assets with Archimedean copula. |
Ann. Oper. Res. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Athanassios N. Avramidis |
Constructing Discrete Unbounded Distributions with Gaussian-Copula Dependence and Given Rank Correlation. |
INFORMS J. Comput. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Göran Kauermann, Christian Schellhase |
Flexible pair-copula estimation in D-vines using bivariate penalized splines. |
Stat. Comput. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Antonio Soriano 0001, Luis Vergara, Jorge Moragues, Ramón Miralles |
Unknown signal detection by one-class detector based on Gaussian copula. |
Signal Process. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Xiang Po Zhang, Jianzhong Shang, Xun Chen, Chunhua Zhang 0005, Ya Shun Wang |
Statistical Inference of Accelerated Life Testing With Dependent Competing Failures Based on Copula Theory. |
IEEE Trans. Reliab. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Anandarup Roy, Swapan K. Parui |
Pair-copula based mixture models and their application in clustering. |
Pattern Recognit. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Johan Segers, Nathan Uyttendaele |
Nonparametric estimation of the tree structure of a nested Archimedean copula. |
Comput. Stat. Data Anal. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Mike K. P. So, Cherry Y. T. Yeung |
Vine-copula GARCH model with dynamic conditional dependence. |
Comput. Stat. Data Anal. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Stefan Jäschke |
Estimation of risk measures in energy portfolios using modern copula techniques. |
Comput. Stat. Data Anal. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Aleksey Min, Claudia Czado |
SCOMDY models based on pair-copula constructions with application to exchange rates. |
Comput. Stat. Data Anal. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Vadoud Najjari, Tomás Bacigál, Hasan Bal |
An Archimedean Copula Family with Hyperbolic Cotangent Generator. |
Int. J. Uncertain. Fuzziness Knowl. Based Syst. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Zhimin Xi, Rong Jing 0002, Pingfeng Wang, Chao Hu |
A copula-based sampling method for data-driven prognostics. |
Reliab. Eng. Syst. Saf. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Aurélie Voisin, Vladimir A. Krylov, Gabriele Moser, Sebastiano B. Serpico, Josiane Zerubia |
Supervised Classification of Multisensor and Multiresolution Remote Sensing Images With a Hierarchical Copula-Based Approach. |
IEEE Trans. Geosci. Remote. Sens. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | J. Indu, Dasika Nagesh Kumar |
Copula-Based Modeling of TMI Brightness Temperature With Rainfall Type. |
IEEE Trans. Geosci. Remote. Sens. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Meng Hu, Hualou Liang |
A copula approach to assessing Granger causality. |
NeuroImage |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Xujie Jia, Liying Wang, Chuanhua Wei |
Reliability Research of Dependent Failure Systems Using Copula. |
Commun. Stat. Simul. Comput. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Konul Bayramoglu Kavlak, Ismihan Bayramoglu |
On Censored Bivariate Random Variables: Copula, Characterization, and Estimation. |
Commun. Stat. Simul. Comput. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | C. Glenn Shirley, W. Robert Daasch |
Copula Models of Correlation: A DRAM Case Study. |
IEEE Trans. Computers |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Xiaobing Zhao, Xian Zhou 0002 |
Copula-based dependence between frequency and class in car insurance with excess zeros. |
Oper. Res. Lett. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Mostafa Tavassolipour, Mahmood Karimian, Shohreh Kasaei |
Event Detection and Summarization in Soccer Videos Using Bayesian Network and Copula. |
IEEE Trans. Circuits Syst. Video Technol. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Rogelio Salinas-Gutiérrez, Arturo Hernández Aguirre, Enrique Raúl Villa Diharce |
Copula selection for graphical models in continuous Estimation of Distribution Algorithms. |
Comput. Stat. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Michal Kaut |
A copula-based heuristic for scenario generation. |
Comput. Manag. Sci. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Alessandro Chessa, Irene Crimaldi, Massimo Riccaboni, Luca Trapin |
Cluster analysis of weighted bipartite networks: a new copula-based approach. |
CoRR |
2014 |
DBLP BibTeX RDF |
|
14 | Markus Schneider 0005, Fabio Ramos 0001 |
Transductive Learning for Multi-Task Copula Processes. |
CoRR |
2014 |
DBLP BibTeX RDF |
|
14 | Yih-Wenn Laih |
Measuring rank correlation coefficients between financial time series: A GARCH-copula based sequence alignment algorithm. |
Eur. J. Oper. Res. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Antai Wang |
Properties of the marginal survival functions for dependent censored data under an assumed Archimedean copula. |
J. Multivar. Anal. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Guang Cheng, Lan Zhou, Xiaohong Chen 0006, Jianhua Z. Huang |
Efficient estimation of semiparametric copula models for bivariate survival data. |
J. Multivar. Anal. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Martin Burda, Artem B. Prokhorov |
Copula based factorization in Bayesian multivariate infinite mixture models. |
J. Multivar. Anal. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Jean-François Quessy, Tarik Bahraoui |
Weak convergence of empirical and bootstrapped C-power processes and application to copula goodness-of-fit. |
J. Multivar. Anal. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Paul Janssen, Jan W. H. Swanepoel, Noël Veraverbeke |
A note on the asymptotic behavior of the Bernstein estimator of the copula density. |
J. Multivar. Anal. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Meng Chao, Sun Zhi Xin, Liu San Min |
Neural network ensembles based on copula methods and Distributed Multiobjective Central Force Optimization algorithm. |
Eng. Appl. Artif. Intell. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Tomasz R. Bielecki, Areski Cousin, Stéphane Crépey, Alexander Herbertsson |
Dynamic Hedging of Portfolio Credit Risk in a Markov Copula Model. |
J. Optim. Theory Appl. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Noureddine Lasmar, Yannick Berthoumieu |
Gaussian Copula Multivariate Modeling for Texture Image Retrieval Using Wavelet Transforms. |
IEEE Trans. Image Process. |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Hassan Rami, Ahmed Drissi El Maliani, Mohammed El Hassouni, Yannick Berthoumieu |
Rotation-Invariant texture retrieval using a steerable Gaussian copula model. |
ICIP |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Abdullah A. I. Alnajem, Ning Zhang 0001 |
A copula-based risk evaluation method (C-REM) in a corporate mobile banking context. |
SAC |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Yaniv Tenzer, Gal Elidan |
HELM: Highly Efficient Learning of Mixed copula networks. |
UAI |
2014 |
DBLP BibTeX RDF |
|
14 | Harold D. de Mello Jr., André Vargas Abs da Cruz, Marley Maria Bernardes Rebuzzi Vellasco |
Nonconvex Functions Optimization Using an Estimation of Distribution Algorithm Based on a Multivariate Extension of the Clayton Copula. |
IDEAL |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Songsak Sriboonchitta, Jianxu Liu, Aree Wiboonpongse |
Vine Copula-Cross Entropy Evaluation of Dependence Structure and Financial Risk in Agricultural Commodity Index Returns. |
TES |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Xue Gong, Songsak Sriboonchitta |
Co-movement of Prices of Energy and Agricultural Commodities in Biofuel Era: A Period-GARCH Copula Approach. |
TES |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Vladik Kreinovich, Hung T. Nguyen 0002, Songsak Sriboonchitta |
How to Detect Linear Dependence on the Copula Level? |
TES |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Jianxu Liu, Songsak Sriboonchitta, Hung T. Nguyen 0002, Vladik Kreinovich |
Studying Volatility and Dependency of Chinese Outbound Tourism Demand in Singapore, Malaysia, and Thailand: A Vine Copula Approach. |
TES |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Tongvang Xiongtoua, Songsak Sriboonchitta |
Analysis of Volatility of and Dependence between Exchange Rate and Inflation Rate in Lao People's Democratic Republic Using Copula-Based GARCH Approach. |
TES |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Ornanong Puarattanaarunkorn, Songsak Sriboonchitta |
Analyzing Relationship between Tourist Arrivals from China and India to Thailand Using Copula Based GARCH and Seasonal Pattern. |
TES |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Ornanong Puarattanaarunkorn, Songsak Sriboonchitta |
Copula Based GARCH Dependence Model of Chinese and Korean Tourist Arrivals to Thailand: Implications for Risk Management. |
TES |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Chakorn Praprom, Songsak Sriboonchitta |
Extreme Value Copula Analysis of Dependences between Exchange Rates and Exports of Thailand. |
TES |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Jirakom Sirisrisakulchai, Songsak Sriboonchitta |
Modeling Dependence of Accident-Related Outcomes Using Pair Copula Constructions for Discrete Data. |
TES |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Phattanan Boonyanuphong, Songsak Sriboonchitta |
An Analysis of Volatility and Dependence between Rubber Spot and Futures Prices Using Copula-Extreme Value Theory. |
TES |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Songsak Sriboonchitta, Jianxu Liu, Vladik Kreinovich, Hung T. Nguyen 0002 |
A Vine Copula Approach for Analyzing Financial Risk and Co-movement of the Indonesian, Philippine and Thailand Stock Markets. |
TES |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Phattanan Boonyanuphong, Songsak Sriboonchitta |
An Analysis of Interdependencies among Energy, Biofuel, and Agricultural Markets Using Vine Copula Model. |
TES |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Teera Kiatmanaroch, Songsak Sriboonchitta |
Relationship between Exchange Rates, Palm Oil Prices, and Crude Oil Prices: A Vine Copula Based GARCH Approach. |
TES |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Tingting Zhao, Yu Marco Nie, Xing Wu 0010, Yi Zhang |
Empirical analysis of the dependence structure in traffic data using copula function. |
SOLI |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Tianyi Zhou 0001, Dacheng Tao |
Multi-task copula by sparse graph regression. |
KDD |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Gareth W. Peters, Tor André Myrvoll, Tomoko Matsui, Ido Nevat, François Septier |
Communications meets copula modeling: Non-standard dependence features in wireless fading channels. |
GlobalSIP |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Markus Schneider 0005, Fabio Ramos 0001 |
Transductive Learning for Multi-Task Copula Processes. |
ECAI |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Martin Hyrs, Josef Schwarz |
Multivariate Gaussian copula in Estimation of Distribution Algorithm with model migration. |
FOCI |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Radko Mesiar, Andrea Stupnanová |
Copula - Based Generalizations of OWA Operators. |
IPMU (3) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Fabrizio Durante, Roger B. Nelsen, José Juan Quesada-Molina, Manuel Úbeda-Flores |
Pairwise and Global Dependence in Trivariate Copula Models. |
IPMU (3) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Benoit Huyot, Yves Mabiala, Jean-François Marcotorchino |
Online unsupervised anomaly detection in large information systems using copula theory. |
CCIS |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Sulin Pang, Yuanxiong Chen |
Stock Index Futures Basis and Liquidity of Correlation Analysis and Application Based on t-GARCH-Copula Model. |
CIS |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Benjamin Letham, Wei Sun 0031, Anshul Sheopuri |
Latent Variable Copula Inference for Bundle Pricing from Retail Transaction Data. |
ICML |
2014 |
DBLP BibTeX RDF |
|
14 | Huahua Wang, Farideh Fazayeli, Soumyadeep Chatterjee, Arindam Banerjee 0001 |
Gaussian Copula Precision Estimation with Missing Values. |
AISTATS |
2014 |
DBLP BibTeX RDF |
|
14 | Haoran Li, Li Xiong 0001, Xiaoqian Jiang |
Differentially Private Synthesization of Multi-Dimensional Data using Copula Functions. |
EDBT |
2014 |
DBLP DOI BibTeX RDF |
|
14 | William Yang Wang, Zhenhao Hua |
A Semiparametric Gaussian Copula Regression Model for Predicting Financial Risks from Earnings Calls. |
ACL (1) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Wei Wei 0039 |
Copula-based high dimensional dependence modelling |
|
2014 |
RDF |
|
14 | Jacques Demongeot, Mohamad Ghassani, Mustapha Rachdi, Idir Ouassou, Carla Taramasco |
Archimedean copula and contagion modeling in epidemiology. |
Networks Heterog. Media |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Fang Han, Tuo Zhao, Han Liu 0001 |
CODA: high dimensional copula discriminant analysis. |
J. Mach. Learn. Res. |
2013 |
DBLP BibTeX RDF |
|
14 | José M. González-Barrios, María M. Hernández-Cedillo |
Sample d-copula of order m. |
Kybernetika |
2013 |
DBLP BibTeX RDF |
|
14 | Ali E. Abbas |
Utility Copula Functions Matching All Boundary Assessments. |
Oper. Res. |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Huimin Gao, Xiaoping Wang |
Pair-copula estimation of distribution algorithms. |
Int. J. Comput. Sci. Math. |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Pershang Dokouhaki, Rassoul Noorossana |
A Copula Markov CUSUM Chart for Monitoring the Bivariate Auto-correlated Binary Observations. |
Qual. Reliab. Eng. Int. |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Yongqiao Wang |
Smooth Nonparametric Copula Estimation with Least Squares Support Vector Regression. |
Neural Process. Lett. |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Ying Gao, Lingxi Peng, Fufang Li, Miao Liu 0005, Waixi Liu 0001 |
Archimedean copula-based estimation of distribution algorithm for multi-objective optimisation. |
Int. J. Trust. Manag. Comput. Commun. |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Warattaya Chinnakum, Songsak Sriboonchitta, Pathairat Pastpipatkul |
Factors affecting economic output in developed countries: A copula approach to sample selection with panel data. |
Int. J. Approx. Reason. |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Chao Rong Li, Jianping Li, Bo Fu |
Magnitude-Phase of Quaternion Wavelet Transform for Texture Representation Using Multilevel Copula. |
IEEE Signal Process. Lett. |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Yuri Salazar, Wing Lon Ng |
Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns. |
Commun. Stat. Simul. Comput. |
2013 |
DBLP DOI BibTeX RDF |
|
14 | José Rafael Tovar, Jorge Alberto Achcar |
Dependence Between Two Diagnostic Tests with Copula Function Approach: A Simulation Study. |
Commun. Stat. Simul. Comput. |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Thomas Blumentritt, Oliver Grothe |
Ranking ranks: a ranking algorithm for bootstrapping from the empirical copula. |
Comput. Stat. |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Jakob Stöber, Ulf Schepsmeier |
Estimating standard errors in regular vine copula models. |
Comput. Stat. |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Yuhong Zhou, Wenwei Guo |
Study on the Market Risk Measurement of the Style Portfolios in Stock Markets Based on EVT-t-Copula Model. |
Int. J. Online Eng. |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Xujin Chen, Donglei Du, Luis Fernando Zuluaga |
Copula-based Randomized Mechanisms for Truthful Scheduling on Two Unrelated Machines. |
CoRR |
2013 |
DBLP BibTeX RDF |
|
14 | Stefan Douglas Webb |
Inference, Sampling, and Learning in Copula Cumulative Distribution Networks. |
CoRR |
2013 |
DBLP BibTeX RDF |
|