Search results for "Copula"

Hits ?▲	Authors	Title	Venue	Year	Link
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