Copula Modeling

opula分佈估計算法綜合了智能計算領域和統計學領域的知識，是一種基於群體的智能優化算法。本書共分為8章，主要內容包括：分佈估計算法的基本概念和算法流程、copula理論及copula分佈估計算法框架、二維copula分佈估計算法、多維經驗copula分佈估計算法、多維阿基米德copula分佈估計算法、阿基米德copula EDA中的參數估計、copula EDA中的邊緣分佈函數和採樣方法的研究以

自從Copula函數被提出后，Copula方法在變量之間相關性分析、金融風險及金融風險管理等方面得到

本書對Copula理論和方法進行了系統的介紹，特別是針對中國金融市場的應用做了大量的實證工作，有利于加深讀者對Copula理論、方法及其應用的理解。全書共分五章，第一章介紹Copula函數的定義、基本性質和相關理論，討論基于Copula理論的一致性和相關性測度，探討常用的幾Copula函數的基本性質及其在金融分析中的應用。第2章詳細討論Copula理論在多變量時間序列模型（包括Copula-GAR

《產業經濟研究學術文庫．產業金融系列：多金融資產的定價與風險測度．基於Copuia理論的理論》主要探討了將Copula理論應用在金融領域，分析基於Copula理論的多金融資產定價與風險測度的建模方法與應用，從如下幾個角度對Copula理論在金融領域的應用進行了系統分析研究：1.應用Copula理論，建立Copula-SV模型，該模型可以同時描述多個資產的收益率之間的相依關係與波動之間的相關關係；2

該書在系統介紹Copula函數理論的基礎上，著重探討了Copula函數在多變量水文分析計算中的應用，主要包括分期設計洪水、洪水遭遇、乾旱風險及河流相關性分析。書稿選題新穎，邏輯嚴謹，應用方法合理，初顯Copula函數理論在多變量水文分析中的優越性，對水利工程規劃設計中的水文分析計算有重要的參考意義。

《基于Copula理論的金融風險相依結構模型及應用》內容簡介：相依性研究是金融風險領域中的一個重要問題，組合投資、資產定價、波動的傳導和風險管理等問題都涉及相依性研究。《基于Copula理論的金融風險相依結構模型及應用》在考慮金融時間序列波動特點的基礎上，建立了幾個基于Copula理論的模型以研究金融時間序列之間的相依結構，研究了模型參數估計的性質和模型選擇等問題，并把Copula模型應用于金融時

The 3e of Mesoscale Meteorological Modeling is a fully revised resource for researchers and practitioners in the growing field of meteorological modeling at the mesoscale. Pielke has enhanced the new

First introduced in 2001, Kersting’s Distribution System Modeling and Analysis is the only textbook on computational modeling for electric power distribution systems. Computer models are only as good

With an emphasis on modeling techniques, Jeremy Shapiro's MODELING THE SUPPLY CHAIN is the perfect tool for courses in supply chain management or for professional managers who seek better analytical t

the mathematics of financial modeling & investment management The Mathematics of Financial Modeling & Investment Management covers a wide range of technical topics in mathematics and finance-

This second edition is extensively revised throughout with expanded discussion of modeling fundamentals and coverage of advances in model calibration and uncertainty analysis that are revolutionizing

Agent-based modeling is a new technique for understanding how the dynamics of biological, social, and other complex systems arise from the characteristics and behaviors of the agents making up these s

THEORY AND PRACTICE OF MODELING AND SIMULATING HUMAN PHYSIOLOGYWritten by a coinventor of the Human Patient Simulator (HPS) and past president of the Society in Europe for Simulation Applied to Medici

A new book for a new generation of engineering professionals, Visualization, Modeling, and Graphics for Engineering Design was written from the ground up to take a brand-new approach to graphic commun

A new book for a new generation of engineering professionals, Visualization, Modeling, and Graphics for Engineering Design was written from the ground up to take a brand-new approach to graphic commun

This exceptional, full-color Maya Press title -- produced by Alias, the software's creators -- offers a brand-new approach to teaching modeling and animation using the characters from the Academy Awar

For nearly ten years, the Unified Modeling Language (UML) has been the industry standard for visualizing, specifying, constructing, and documenting the artifacts of a software-intensive system. As the

This volume contains proceedings dealing with the topics of multiphase phenomena in materials processing and computational fluid dynamics (CFD) modeling and simulation of engineering processes. This

Neuwirth and Arganbright (credentials not listed) offer an introduction to modeling a variety of applications with Microsoft Excel. The text features numerous tutorials and applications to illustrate

Utilizing case studies from a variety of business applications, the authors present dimensional modeling techniques for data warehousing. Emphasizing user understandability and query performance, chap

For thirty years, Modeling the Figure in Clay has been an indispensable anatomical resource for people who think, see, and understand form best in the round: sculptors. In the thirtieth anniversary ed

The Fourth Edition of Yoshiwara and Yoshiwara's MODELING, FUNCTIONS, AND GRAPHS: ALGEBRA FOR COLLEGE STUDENTS includes content found in a typical algebra course, along with introductions to curve-fitt

Work more effectively using this Graphing Calculator Guide for the TI-83! This guide is designed to accompany Connally’s Functions Modeling Change: A Preparation for Calculus, 2nd Edition.

- A complete guide to understanding and applying UML, Unified Modeling Language, the de facto industry standard modeling/programming language, used by hundreds of thousands of object-oriented systems

Advanced Issues in Partial Least Squares Structural Equation Modeling provides a practical and applied description of advanced issues in PLS-SEM relevant for students, professors and applied researchers. Authors Joseph F. Hair, Jr., Marko Sarstedt, Christian Ringle, Siegfried P. Gudergan combine simple explanations of complex statistical concepts with examples and case studies that readers can follow using datasets available with the book. Furthermore, instead of providing technical descriptions of the concepts with a multitude of formulae, the book will focus on the appropriate analysis of data and interpretation of outputs. Many of the examples are based on the SmartPLS software, created and maintained by the authors. The book is easy to use for both independent and guided learning, including numerous graphs, tables, illustrations, multiple downloadable datasets (provided on a companion website), exercises, and further readings. Where appropriate, supplementary analyses and data mana

A former Wall Street quant sounds an alarm on mathematical modeling—a pervasive new force in society that threatens to undermine democracy and widen inequality. We live in the age of the algorith

乾旱災害防治是一項系統工程，其核心是定位乾旱災害重點發生靶區，並對未來乾旱災害的發生發展進行準確預測。從區劃和預測的視角分析區域乾旱災害狀況，將為區域水資源調度、用水和水利發展規劃方案的編制以及管理部門抗旱減災政策的制定提供重要的依據。本書以位於北方乾旱半乾旱區的河南省和西南典型卡斯特地貌區貴州省為研究物件，共五部分內容。首先結合典型區乾旱資料，採用游程理論、Copula函數和小波分析理論等多種方

Become a master of data analysis, modeling, and spreadsheet use with BUSINESS ANALYTICS: DATA ANALYSIS AND DECISION MAKING, 6E! This popular quantitative methods text helps you maximize your success w

Desire is more than skin deep When an international modeling opportunity called, Janna Morgan answered. The past nine years have brought her fame, fortune and supermodel status, but they haven't

Geared entirely to Excel 2013, PRACTICAL MANAGEMENT SCIENCE uses an active-learning approach and realistic problems to help you take full advantage of the power of spreadsheet modeling. The text prese

A Harvard Medical School professor and a journalist discuss how the human lifestyle has changed more rapidly than the human body has and promote obtaining health and happiness by modeling diet, exerci

Your complete guide to mastering basic and advanced techniques for interest rate derivative modeling and pricingInterest rate trading constitutes the largest sector of the world derivatives market. In

With her Eat-Clean Diet, Tosca Reno went from being overwhelmed and overweight to modeling a bikini, but her seventy-pound weight loss and body transformation didn’t happen overnight; even Tosca neede

Contributors from the engineering, operations, and financial dimensions of freight transport examine modeling it at the global, regional, and local and urban levels. Among the topics are the relations

One of the larger challenges of teaching modeling is the issue of balancing quantitative skill sets with qualitative concepts. Students require familiarity with specific mathematical concepts and form

Updated for use with the latest version of Autodesk Inventor software, AUTODESK INVENTOR ESSENTIALS PLUS: 2013 AND BEYOND demonstrates critical CAD concepts, from basic sketching and modeling through

本書特色GARCH 模型被廣泛用來處理財務、經濟時間序列分析與預測的模型，其最大的特色即為解決財經序列常見的波動群聚性及反應訊息的不對稱性。歷經二十餘年的發展，GARCH-type 的模型已漸趨完整，從單變量模型、不對稱模型、多變量模型至近來受到重視的Copula 模型，均顯示GARCH 模型在財經計量的分析上，其不可或缺的一個角色。本書透過深入淺出的方式，提供讀者瞭解各種不同GARCH 模型上的

In Money, Payments, and Liquidity, Ed Nosal and Guillaume Rocheteau provide acomprehensive investigation into the economics of money and payments by explicitly modeling tradingfrictions between agents

Frannie is in a mother-daughter fashion show! Mrs. Miller can't wait - but Frannie isn't as excited. Frannie feels that being a designer for the show would be much more workerish than modeling. But no

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