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Results 1-10 of 31 (Search time: 0.005 seconds).
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Issue Date
Title
Author(s)
1-Jan-2014
Vine copulas as a way to describe and analyze multi-variate dependence in econometrics: Computational motivation and comparison with Bayesian networks and fuzzy approaches
Songsak Sriboonchitta
;
Jianxu Liu
;
Vladik Kreinovich
;
Hung T. Nguyen
1-Jan-2014
Studying volatility and dependency of chinese outbound tourism demand in Singapore, Malaysia, and Thailand: A vine copula approach
Jianxu Liu
;
Songsak Sriboonchitta
;
Hung T. Nguyen
;
Vladik Kreinovich
1-Jan-2014
A vine copula approach for analyzing financial risk and co-movement of the Indonesian, Philippine and Thailand stock markets
Songsak Sriboonchitta
;
Jianxu Liu
;
Vladik Kreinovich
;
Hung T. Nguyen
1-Jan-2014
How to detect linear dependence on the copula level?
Vladik Kreinovich
;
Hung T. Nguyen
;
Songsak Sriboonchitta
1-Jan-2014
Modeling dependence in econometrics
Van Nam Huynh
;
Vladik Kreinovich
;
Songsak Sriboonchitta
1-Jan-2013
Why clayton and gumbel copulas: A symmetry-based explanation
Vladik Kreinovich
;
Hung T. Nguyen
;
Songsak Sriboonchitta
1-Jan-2015
What is the right context for an engineering problem: Finding such a context is NP-hard
Martine Ceberio
;
Vladik Kreinovich
;
Hung T. Nguyen
;
Songsak Sriboonchitta
;
Rujira Oncharoen
1-Jan-2015
What if we only have approximate stochastic dominance?
Vladik Kreinovich
;
Hung T. Nguyen
;
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-2015
Why ARMAX-GARCH linear models successfully describe complex nonlinear phenomena: A possible explanation
Hung T. Nguyen
;
Vladik Kreinovich
;
Olga Kosheleva
;
Songsak Sriboonchitta
Discover
Author
21
Hung T. Nguyen
15
Olga Kosheleva
3
Jianxu Liu
1
Andrzej Pownuk
1
Anh H. Ly
1
Ingo Neumann
1
Kittawit Autchariyapanitkul
1
Martine Ceberio
1
Michael Beer
1
Nopasit Chakpitak
.
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Subject
9
Mathematics
7
Engineering
1
Decision Sciences
1
Economics, Econometrics and Finance
1
Social Sciences
Date issued
9
2018
5
2017
5
2016
6
2015
5
2014
1
2013