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Issue Date
Title
Author(s)
1-Jan-2018
How better are predictive models: Analysis on the practically important example of robust interval uncertainty
Vladik Kreinovich
;
Hung T. Nguyen
;
Songsak Sriboonchitta
;
Olga Kosheleva
1-Jan-2018
Efficient parameter-estimating algorithms for symmetry-motivated models: Econometrics and beyond
Vladik Kreinovich
;
Anh H. Ly
;
Olga Kosheleva
;
Songsak Sriboonchitta
1-Jan-2018
Quantum ideas in economics beyond quantum econometrics
Vladik Kreinovich
;
Hung T. Nguyen
;
Songsak Sriboonchitta
1-Jan-2018
What if we do not know correlations?
Michael Beer
;
Zitong Gong
;
Ingo Neumann
;
Songsak Sriboonchitta
;
Vladik Kreinovich
1-Jan-2018
Why Are FGM Copulas Successful? A Simple Explanation
Songsak Sriboonchitta
;
Vladik Kreinovich
1-Jan-2018
Quantum Econometrics: How to Explain Its Quantitative Successes and How the Resulting Formulas Are Related to Scale Invariance, Entropy, and Fuzziness
Kittawit Autchariyapanitkul
;
Olga Kosheleva
;
Vladik Kreinovich
;
Songsak Sriboonchitta
1-Jan-2015
Why copulas have been successful in many practical applications: A theoretical explanation based on computational efficiency
Vladik Kreinovich
;
Hung T. Nguyen
;
Songsak Sriboonchitta
;
Olga Kosheleva
1-Jan-2018
Fuzzy data processing beyond min t-norm
Andrzej Pownuk
;
Vladik Kreinovich
;
Songsak Sriboonchitta
1-Feb-2017
Robustness as a criterion for selecting a probability distribution under uncertainty
Songsak Sriboonchitta
;
Hung T. Nguyen
;
Vladik Kreinovich
;
Olga Kosheleva
1-Jan-2017
Modeling extremal events is not easy: Why the extreme value theorem cannot be as general as the central limit theorem
Vladik Kreinovich
;
Hung T. Nguyen
;
Songsak Sriboonchitta
;
Olga Kosheleva
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Author
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Hung T. Nguyen
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Olga Kosheleva
3
Jianxu Liu
2
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1
Ildar Batyrshin
1
Ingo Neumann
1
Kittawit Autchariyapanitkul
1
Martine Ceberio
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Computer Science
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Economics, Econometrics and Finance
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Social Sciences
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