Counting Statistics for Dependent Random Events
portes grátis
Counting Statistics for Dependent Random Events
With a Focus on Finance
Bernardi, Enrico; Romagnoli, Silvia
Springer Nature Switzerland AG
03/2022
206
Mole
Inglês
9783030642525
15 a 20 dias
343
Descrição não disponível.
Preface.- I The Main Ingredients.- 1 Clustering.- 2 Copula Function and C-volume.- 3 Combinatorics and Random Matrices: A Brief Review.- II Mixing the Ingredients: A Recipe for a New Aggregation Algorithm.- 4 Counting a Random Event: Traditional Approach and New Perspectives.- 5 A New Copula-based Approach for Counting: The Distorted and the Limiting Case.- 6 Real Data Empirical Applications.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
counting statistics;counting random variables;copula function;clustering;combinatoric calculus;big data in finance;copula-based approach to counting;hierarchical dependence structures;dependent random events;high-dimensional problem;counting random events;Matlab code;high-dimensional data;62P05, 62H20, 91G40, 60C05, 11P81, 05A17, 60B20
Preface.- I The Main Ingredients.- 1 Clustering.- 2 Copula Function and C-volume.- 3 Combinatorics and Random Matrices: A Brief Review.- II Mixing the Ingredients: A Recipe for a New Aggregation Algorithm.- 4 Counting a Random Event: Traditional Approach and New Perspectives.- 5 A New Copula-based Approach for Counting: The Distorted and the Limiting Case.- 6 Real Data Empirical Applications.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
counting statistics;counting random variables;copula function;clustering;combinatoric calculus;big data in finance;copula-based approach to counting;hierarchical dependence structures;dependent random events;high-dimensional problem;counting random events;Matlab code;high-dimensional data;62P05, 62H20, 91G40, 60C05, 11P81, 05A17, 60B20
