ARTICLE
|
doi:10.20944/preprints202308.1591.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
graph theory and network analysis; Copula entropy; market vulnerability
Online: 22 August 2023 (14:54:40 CEST)
ARTICLE
|
doi:10.20944/preprints202102.0458.v1
Subject:
Computer Science And Mathematics,
Other
Keywords:
Copula; Vine Copula; Mixture vine copula; Truncation
Online: 22 February 2021 (11:28:49 CET)
ARTICLE
|
doi:10.20944/preprints201808.0118.v1
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
Archimedean Copula; Elliptical Copula; Multivariate Distribution; Hydrology
Online: 6 August 2018 (11:39:25 CEST)
ARTICLE
|
doi:10.20944/preprints201801.0029.v1
Subject:
Engineering,
Civil Engineering
Keywords:
drought; copula; Bayesian network; inflow; reservoir
Online: 5 January 2018 (05:01:45 CET)
ARTICLE
|
doi:10.20944/preprints202408.2143.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
operational efficiency; risk management; product innovation; copula nodes; digitalization
Online: 29 August 2024 (10:42:33 CEST)
ARTICLE
|
doi:10.20944/preprints202011.0430.v1
Subject:
Business, Economics And Management,
Accounting And Taxation
Keywords:
oil price; maritime freight rate; asymmetry; dependence; copula; decomposition
Online: 16 November 2020 (15:33:46 CET)
ARTICLE
|
doi:10.20944/preprints202306.1657.v1
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
Measure of asymmetry; Skew-normal copula; Tail dependence; Tail order
Online: 23 June 2023 (10:48:01 CEST)
ARTICLE
|
doi:10.20944/preprints202102.0019.v1
Subject:
Business, Economics And Management,
Accounting And Taxation
Keywords:
dynamic mixture copula; marginal expected shortfall; systemic risk; insurance sector
Online: 1 February 2021 (12:15:01 CET)
ARTICLE
|
doi:10.20944/preprints202003.0465.v1
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
inflation; exchange rates; heteroskedasticity; Granger causality; copula, bivariate; volatility clustering
Online: 31 March 2020 (22:45:00 CEST)
ARTICLE
Subject:
Business, Economics And Management,
Finance
Keywords:
crude oil; East Asian stock markets; wavelet; copula; dynamic hedging
Online: 7 December 2019 (01:28:25 CET)
ARTICLE
|
doi:10.20944/preprints202308.0309.v1
Subject:
Engineering,
Electrical And Electronic Engineering
Keywords:
feature identification and extraction; Copula analysis; multi-energy loads; model fusion
Online: 3 August 2023 (10:13:57 CEST)
ARTICLE
|
doi:10.20944/preprints202102.0055.v1
Subject:
Business, Economics And Management,
Accounting And Taxation
Keywords:
BRICS; Markov Switching; Tail dependence; Vine Copula; Conditional Value-at-Risk
Online: 1 February 2021 (15:37:49 CET)
ARTICLE
|
doi:10.20944/preprints201906.0235.v1
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
bivariate Copula; measures of association; dependence modeling; Kendall’s t; Blomqvist’s P
Online: 24 June 2019 (08:58:06 CEST)
ARTICLE
|
doi:10.20944/preprints201709.0053.v1
Subject:
Engineering,
Energy And Fuel Technology
Keywords:
renewable energy; wind and solar power; Kumaraswamy distribution; C-Vine copula
Online: 14 September 2017 (08:41:07 CEST)
ARTICLE
|
doi:10.20944/preprints201701.0080.v1
Subject:
Engineering,
Electrical And Electronic Engineering
Keywords:
wind turbine; failure detection; SCADA data; feature extraction; mutual information; copula
Online: 17 January 2017 (11:21:58 CET)
ARTICLE
|
doi:10.20944/preprints202410.1827.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
Precious Metals; Islamic stocks; Portfolio Management Strategies; Regimes Switching Copula; Risk Diversification
Online: 24 October 2024 (08:32:07 CEST)
ARTICLE
|
doi:10.20944/preprints202406.1819.v1
Subject:
Public Health And Healthcare,
Public Health And Health Services
Keywords:
patient-centered care; network theory; copula nodes; cost/benefit analysis; e-health
Online: 26 June 2024 (08:38:07 CEST)
ARTICLE
|
doi:10.20944/preprints202304.0201.v1
Subject:
Engineering,
Control And Systems Engineering
Keywords:
Joint flood risks, Grand River watershed, probability analysis, copula, disaster management, Canada
Online: 11 April 2023 (05:25:54 CEST)
ARTICLE
|
doi:10.20944/preprints202408.2132.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
Economic Value Creation; Digitization; Network Science; Copula Nodes; Cost-Benefit Analysis; Network Optimization
Online: 29 August 2024 (10:18:11 CEST)
ARTICLE
|
doi:10.20944/preprints202312.0549.v1
Subject:
Engineering,
Safety, Risk, Reliability And Quality
Keywords:
Linear Wiener process;Multi-Performance-Degradation;Competitive Failure;Copula Function; Variation of Failure Threshold.
Online: 8 December 2023 (01:18:36 CET)
ARTICLE
|
doi:10.20944/preprints202102.0012.v1
Subject:
Environmental And Earth Sciences,
Atmospheric Science And Meteorology
Keywords:
Climate change; Mann-Kendall test; Moran’s I statistic; Nonparametric copula; Spatial homogeneity; Trend analysis.
Online: 1 February 2021 (11:28:38 CET)
ARTICLE
|
doi:10.20944/preprints202007.0008.v1
Subject:
Business, Economics And Management,
Econometrics And Statistics
Keywords:
Copula Regression; ICT resources; Middle East; Spatial Analysis; Students Well-being; Sustainable Development Goals
Online: 2 July 2020 (13:18:03 CEST)
ARTICLE
|
doi:10.20944/preprints201808.0072.v4
Subject:
Engineering,
Civil Engineering
Keywords:
flood risk; copula; compound events; multivariate; storm surge; spatial dependence; coastal catchment; Bayesian Network.
Online: 11 September 2018 (14:19:43 CEST)
ARTICLE
|
doi:10.20944/preprints201709.0115.v1
Subject:
Business, Economics And Management,
Econometrics And Statistics
Keywords:
Bivariate Kumaraswamy distribution; copula based construction; Kendall'stau; dependence structures; application in insurance risk modeling
Online: 25 September 2017 (06:55:52 CEST)
ARTICLE
|
doi:10.20944/preprints202410.0743.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
Copula
; Reinsurance; Capital requirement; Risk aggregation; Value-at-Risk; Tail Value-at-Risk
Online: 10 October 2024 (10:19:23 CEST)
ARTICLE
|
doi:10.20944/preprints201804.0076.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
conditional dependence index; Kendall's Tau; leverage effect; nonparametric copula; tail dependence index; volatility feedback effect
Online: 6 April 2018 (11:17:36 CEST)
ARTICLE
|
doi:10.20944/preprints202206.0259.v1
Subject:
Engineering,
Civil Engineering
Keywords:
compound flooding event; vine copula; trivariate joint analysis; joint return period; conditional return period; hydrologic risk
Online: 20 June 2022 (05:17:56 CEST)
ARTICLE
|
doi:10.20944/preprints202210.0167.v1
Subject:
Engineering,
Civil Engineering
Keywords:
compound flooding; D-vine copula; trivariate joint analysis; Bernstein estimator; Beta kernel estimator; parametric copulas; kernel density estimation; return periods
Online: 12 October 2022 (09:04:04 CEST)
ARTICLE
|
doi:10.20944/preprints202403.1554.v1
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
censoring; copula; Hand’s paradox; potential outcome; Mann-Whitney effect; stress-strength model; two-sample comparison; survival analysis; survival function; treatment effect
Online: 26 March 2024 (09:41:01 CET)