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Copula Modeling

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出版日:2019/02/04 作者:Marius Hofert; Ivan Kojadinovic; Martin M踄hler; Jun Yan  出版社:Springer Nature  裝訂:平裝
This book introduces the main theoretical findings related to copulas and shows how statistical modeling of multivariate continuous distributions using copulas can be carried out in the R statistical
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出版日:2007/04/30 作者:Pravin K. Trivedi; David M. Zimmer  出版社:Lightning Source Inc  裝訂:平裝
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出版日:2014/07/03 作者:Harry Joe  出版社:Taylor & Francis  裝訂:精裝
Dependence Modeling with Copulas covers the substantial advances that have taken place in the field during the last 15 years, including vine copula modeling of high-dimensional data. Vine copula model
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Dependence Modeling ― Vine Copula Handbook
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出版日:2011/02/27 作者:Dorota Kurowicka (EDT); Harry Joe (EDT)  出版社:World Scientific Pub Co Inc  裝訂:精裝
This book is a collaborative effort from three workshops held over the last three years, all involving principal contributors to the vine-copula methodology. Research and applications in vines have be
優惠價: 9 4498
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出版日:2004/05/25 作者:Cherubini  出版社:John Wiley & Sons Inc  裝訂:精裝
Copula Methods in Finance is the first book to address the mathematics of copula functions illustrated with finance applications. It explains copulas by means of applications to major topics in
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出版日:2018/04/13 作者:Takeshi Emura; Yi-hau Chen; Shigeyuki Matsui; Virginie Rondeau  出版社:Springer Verlag  裝訂:平裝
This book introduces readers to copula-based statistical methods for analyzing survival data involving dependent censoring. Primarily focusing on likelihood-based methods performed under copula models
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動態變結構Copula及其在金融市場中的應用(簡體書)
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出版日:2020/12/01 作者:龔金國  出版社:中國統計出版社  裝訂:平裝
這本書綜合概括了作者10餘年來對Copula的學習與認知,內容涵蓋了二維、高維Copula理論的統計建模思想;二維動態Copula模型、高維動態Copula模型、二維混合變結構Copula模型、高維相依隨機變量函數的極值分位點估計等理論的探索性研究;中外股票市場聯動性、基於均值-CVaR投資組合優化模型以及金融機構系統性風險測度等金融領域的案例研究。 本書共有8章。第1章介紹為什麼要使用Co
優惠價: 1 420
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Copula界的理論研究及其在多元VaR界中的應用(簡體書)
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出版日:2019/12/01 作者:王惠惠; 李昊民  出版社:中國財政經濟出版社  裝訂:平裝
本書系統歸納了相關性度量方法以及相關性信息對copula界的收窄作用,並將相關性信息和copula界應用於VaR界的計算中。基礎理論研究和實證應用相結合是本文的一大特點,利用Gini相關係數推導出一個新的copula界,提出了判定copula對角函數集上界的新方法,通過大量的實證案例闡釋研究結論在實踐中的具體應用。
優惠價: 87 329
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Copula理論及其在金融領域中的應用(簡體書)
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出版日:2018/10/01 作者:方艶  出版社:中國金融出版社  裝訂:平裝
本書的主要創新點在於:在已有Copula模型的基礎上,根據實際需求拓展了高斯Copula函數建模的技術,擴大其在金融中的應用範圍,從而完善了現有的Copula模型。本書為了更精確地度量金融資產間的相依性,不僅從理論上豐富了已有的相依性度量模型,還從實證上驗證分析新模型在實際金融問題應用上的意義,從而突出了Copula 技術在金融市場中的優勢。
優惠價: 87 146
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出版日:2011/10/28 作者:Cherubini  出版社:John Wiley & Sons Inc  裝訂:精裝
The latest tools and techniques for pricing and risk managementThis book introduces readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated te
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基於Copula理論的多維致災因子風險評估技術研究(簡體書)
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出版日:2021/12/06 作者:劉雪琴  出版社:科學出版社  裝訂:平裝
《基於Copula理論的多維致災因數風險評估技術研究》以多維致災因數風險評估技術為主題,重點闡述了自然災害風險評估中多維風險評估方法的研究進展和Copula理論在多致災因數風險評估中的應用。主要內容分為兩大部分,“第1部分:基本理論和方法”系統介紹了自然災害風險評估的發展歷程,Copula聯結函數的構建方法、參數估計和檢驗方法等;“第2部分:實例研究”針對多個災害案例
優惠價: 87 512
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人民幣匯率波動對雲南省與東盟進出口貿易影響研究:基於Copula相依關係視角(簡體書)
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出版日:2018/04/30 作者:袁新宇  出版社:中國社會科學出版社  裝訂:平裝
本書從非線性相依性的Copula模型的創新視角下,研究了人民幣匯率波動對雲南與東盟國家進出口貿易的影響。並進一步運用動態Copula模型描述了人民幣匯率與雲南省對東盟國家進出口貿易相依關係的動態發展趨勢。高緯化是目前對於傳統Copula模型構建的一個難題,因此本書運用了可以研究多元非線性相關性的藤結構Copula,來研究人民幣匯率對雲南省與東盟國家進出口貿易之間的多元相依結構。本書從宏觀方面提出了
優惠價: 87 308
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金融資産相依性的動態Copula建模及應用(簡體書)
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出版日:2018/01/16 作者:龔玉婷  出版社:上海交通大學出版社  裝訂:平裝
《金融資產相依性的動態Copula建模及應用》研究了動態連接函數計量模型的理論和實證問題,現代金融研究發現,金融資產間的相依性不僅表現出非對稱的特征,而且這種相依性還可能隨時間變化。為了同時刻畫金融資產相依性的這兩大特征,《金融資產相依性的動態Copula建模及應用》在已有靜態模型基礎上,發展出四類動態形式的Copula模型,用于實證分析金融市場中的特征和現象。
優惠價: 87 251
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金融風險測度與集成研究:基於Copula理論與方法(簡體書)
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出版日:2014/06/01 作者:王宗潤  出版社:科學出版社  裝訂:精裝
王宗潤編寫的《金融風險測度與集成研究--基于Copula理論與方法(精)》系統而全面地介紹copul
優惠價: 87 324
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出版日:2016/11/15 作者:Ranadip Pal  出版社:Academic Pr  裝訂:平裝
Predictive Modeling of Drug Sensitivity gives an overview of drug sensitivity modeling for personalized medicine that includes data characterizations, modeling techniques, applications, and research c
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Geometric Modeling
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出版日:2014/12/24 作者:Nikolay Golovanov  出版社:Createspace Independent Pub  裝訂:平裝
“Geometric modeling continues to grow in importance... Understanding the constructs that underlie geometric modeling will place students and developers at the forefront of these new advancements. Niko
優惠價: 1 2320
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基於Copula理論的岩土體參數不確定性表徵與可靠度分析(簡體書)
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出版日:2014/12/01 作者:李典慶; 唐小松; 周創兵  出版社:科學出版社  裝訂:精裝
本書以岩土體參數不確定性表徵及可靠度分析為主題,重點闡述基於Copula理論的岩土體參數不確定性表徵方法及其在岩土結構物可靠度分析中的應用。研究基於Copula理論的岩土體參數不確定性建模方法,從理論和應用兩個層面闡明了Copula函數對岩土結構物可靠度的影響規律,提出了不完備概率資訊條件下岩土結構物可靠度估計方法。建立了基於Bootstrap方法的岩土體參數聯合分佈模型識別方法,探討了樣本數目對
優惠價: 87 522
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出版日:2014/03/28 作者:Sevgi  出版社:John Wiley & Sons Inc  裝訂:精裝
Electromagnetic modeling is essential to the design and modeling of antenna, radar, satellite, medical imaging, and other applications. In Electromagnetic Modeling and Simulation, author Levent Sevgi
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Modeling Students’ Mathematical Modeling Competencies offers welcome clarity and focus to the international research and professional community in mathematics, science, and engineering education, as w
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出版日:2012/02/15 作者:Josef Kallrath (EDT)  出版社:Springer Verlag  裝訂:精裝
This book Algebraic Modeling Systems – Modeling and Solving Real World Optimization Problems – deals with the aspects of modeling and solving real-world optimization problems in a unique combination.
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As we enter the 21st century, there is an urgent need for new approaches to mathematics education emphasizing its relevance in young learners’ futures. Modeling Students’ Mathematical Modeling Compete
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出版日:2006/12/28 作者:David Stockwell  出版社:Taylor & Francis  裝訂:精裝
Using theory, applications, and examples of inferences, Niche Modeling: Predictions from Statistical Distributions demonstrates how to conduct and evaluate niche modeling projects in any area of appli
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Introduction to Modeling Cognitive Processes
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出版日:2022/02/01 作者:Tom Verguts  出版社:Mit Pr  裝訂:精裝
An introduction to computational modeling for cognitive neuroscientists, covering both foundational work and recent developments. Cognitive neuroscientists need sophisticated conceptual tools to make sense of their field’s proliferation of novel theories, methods, and data. Computational modeling is such a tool, enabling researchers to turn theories into precise formulations. This book offers a mathematically gentle and theoretically unified introduction to modeling cognitive processes. Theoretical exercises of varying degrees of difficulty throughout help readers develop their modeling skills. After a general introduction to cognitive modeling and optimization, the book covers models of decision making; supervised learning algorithms, including Hebbian learning, delta rule, and backpropagation; the statistical model analysis methods of model parameter estimation and model evaluation; the three recent cognitive modeling approaches of reinforcement learning, unsupervised learning, and
優惠價: 79 1501
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出版日:2020/07/31 作者:Tomasz R. Bielecki  出版社:Cambridge Univ Pr  裝訂:精裝
The relatively young theory of structured dependence between stochastic processes has many real-life applications in areas including finance, insurance, seismology, neuroscience, and genetics. With this monograph, the first to be devoted to the modeling of structured dependence between random processes, the authors not only meet the demand for a solid theoretical account but also develop a stochastic processes counterpart of the classical copula theory that exists for finite-dimensional random variables. Presenting both the technical aspects and the applications of the theory, this is a valuable reference for researchers and practitioners in the field, as well as for graduate students in pure and applied mathematics programs. Numerous theoretical examples are included, alongside examples of both current and potential applications, aimed at helping those who need to model structured dependence between dynamic random phenomena.
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出版日:2019/07/01 作者:John M. Blain  出版社:CRC Pr I Llc  裝訂:精裝
Blender (TM) is a free Open Source 3D Creation Suite supporting the entire modeling and animation pipeline - modeling, rigging, animation, simulation, rendering, compositing and motion tracking. The p
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Multilevel Structural Equation Modeling
90 折
出版日:2019/06/04 作者:Silva  出版社:SAGE Publications UK  裝訂:平裝
Multilevel Structural Equation Modeling, by Silva, Bosancianu, and Littvay focuses on the confluence of two fields in applied statistics: multilevel modeling (MLM) and structural equation mo
優惠價: 9 1835
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3ds Max Basics for Modeling Video Game Assets ― Model a Complete Game Environment and Export to Unity or Other Game Engines
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出版日:2019/04/26 作者:William Culbertson  出版社:CRC Pr I Llc  裝訂:平裝
A textbook for learning 3d modeling fundamentals, this step-by-step lesson book develops the readers modeling skills through a series of modeling exercises creating modules for a medieval castle envir
優惠價: 1 3599
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出版日:2019/04/23 作者:William Culbertson  出版社:CRC Pr I Llc  裝訂:精裝
A textbook for learning 3d modeling fundamentals, this step-by-step lesson book develops the readers modeling skills through a series of modeling exercises creating modules for a medieval castle envir
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出版日:2019/03/26 作者:Steven F. Railsback; Volker Grimm  出版社:Princeton Univ Pr  裝訂:精裝
The essential textbook on agent-based modeling—now fully updated and expandedAgent-Based and Individual-Based Modeling has become the standard textbook on the subject for classroom use and self-instru
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出版日:2019/03/26 作者:Steven F. Railsback; Volker Grimm  出版社:Princeton Univ Pr  裝訂:平裝
The essential textbook on agent-based modeling—now fully updated and expandedAgent-Based and Individual-Based Modeling has become the standard textbook on the subject for classroom use and self-instru
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出版日:2019/02/25 作者:Lixin Wu  出版社:CRC Pr I Llc  裝訂:精裝
Containing many results that are new, or which exist only in recent research articles, Interest Rate Modeling: Theory and Practice, 2nd Edition portrays the theory of interest rate modeling as a three
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Enterprise Modeling ― Facilitating the Process and the People
90 折
出版日:2018/10/15 作者:Janis Stirna; Anne Persson  出版社:Springer-Nature New York Inc  裝訂:精裝
This book offers practical advice on managing enterprise modeling (EM) projects and facilitating participatory EM sessions. Modeling activities often involve groups of people, and models are created i
優惠價: 9 3038
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出版日:2018/10/12 作者:Couretas  出版社:John Wiley & Sons Inc  裝訂:精裝
Introduces readers to the field of cyber modeling and simulation and examines current developments in the US and internationallyThis book provides an overview of cyber modeling and simulation (M&S
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出版日:2018/10/02 作者:Isabelle F. Peschard (EDT); Bas C. Van Fraassen (EDT)  出版社:Univ of Minnesota Pr  裝訂:平裝
An innovative, multifaceted approach to scientific experiments as designed by and shaped through interaction with the modeling process The role of scientific modeling in mediation between theories and
優惠價: 1 2400
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出版日:2018/09/28 作者:Xiaolin Chen; Yijun Liu  出版社:CRC Pr I Llc  裝訂:精裝
Finite Element Modeling and Simulation with ANSYS Workbench 18, Second Edition, combines finite element theory with real-world practice. Providing an introduction to finite element modeling and analys
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出版日:2018/09/14 作者:Haimes  出版社:John Wiley & Sons Inc  裝訂:精裝
A comprehensive guide to the theory, methodology, and development for modeling systems of systems Modeling and Managing Interdependent Complex Systems of Systems examines the complexity of, and the ri
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出版日:2018/08/20 作者:Sanjeet Dwivedi; Shailendra Jain; Krishna Kumar Gupta; Pradyumn Chaturvedi  出版社:Academic Pr  裝訂:平裝
Modeling and Control of Power Electronics Converter Systems for Power Quality Improvements provides grounded theory for the modeling, analysis and control of different converter topologies that improv
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Autocad Tutorial Second Level 3D Modeling 2019
90 折
出版日:2018/07/17 作者:Randy H. Shih  出版社:Sdc Pubns  裝訂:平裝
The primary goal of AutoCAD 2019 Tutorial Second Level 3D Modeling is to introduce the aspects of computer based three dimensional modeling. This text is intended to be used as a training guide for bo
優惠價: 9 2984
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出版日:2018/07/16 作者:Ning Wu (EDT); Daeyeon Lee (EDT); Alberto Striolo (EDT)  出版社:Elsevier Science Ltd  裝訂:平裝
Anisotropic Particle Assemblies: Synthesis, Assembly, Modeling, and Applications covers the synthesis, assembly, modeling, and applications of various types of anisotropic particles. Topics such as ch
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出版日:2018/07/12 作者:Lu Chen; Shenglian Guo  出版社:Springer Nature  裝訂:精裝
This book presents an overview of copula theory and its application in hydrology, and provides valuable insights, useful methods and practical applications for multivariate hydrological analysis using
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