Login / Signup

SCOMDY models based on pair-copula constructions with application to exchange rates.

Aleksey MinClaudia Czado
Published in: Comput. Stat. Data Anal. (2014)
Keyphrases
  • probabilistic model
  • exchange rate
  • prior knowledge
  • statistical models
  • reinforcement learning
  • monte carlo simulation
  • machine learning
  • regression model
  • complex systems
  • random fields