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Published Articles with Keyword: copula
- Title: Archimedean Copulas and Several Methods on Constructing Generators
Authors: Kazemi Rad A.M., Golshani L., Najjari V.
Doi: 10.37394/23202.2021.20.25
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Published in WSEAS Transactions on Systems, Volume 20, 2021 - Title: Short-Term and Mid-Term Load Forecasting in Distribution System Using Copula
Authors: Taha Ahmadi, Carlos Alberto Cristancho Rivera
Doi: 10.37394/23203.2020.15.30
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Published in WSEAS Transactions on Systems and Control, Volume 15, 2020 - Title: Crude Oil Market Dynamics through TVEC-Copula-DCC-GARCH Models: Improving the Variance Reduction of Hedging Strategies.
Authors: Alexander Souza Block, Marcelo Brutti Righi
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Published in WSEAS Transactions on Business and Economics, Volume 12, 2015 - Title: Modeling Non-Linear Dependence between Risk and Return in Latin Markets
Authors: Sergio Guilherme Schlender, Marcelo Brutti Righi, Paulo Sergio Ceretta
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Published in WSEAS Transactions on Business and Economics, Volume 12, 2015 - Title: Wavelet - Pair Copula Construction Inference for Financial Contagion
Authors: Marcelo Brutti Righi, Paulo Sergio Ceretta
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Published in WSEAS Transactions on Business and Economics, Volume 11, 2014 - Title: Electricity Consumption Prediction System for the Public Transportation
Authors: Svetoslav Iliev, Silviya Popova
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Published in WSEAS Transactions on Systems, Volume 13, 2014