Dual volatility and dependence parameters and the copula.

Dieter Denneberg Nikola Leufer

Published in: Int. J. Approx. Reason. (2008)

Keyphrases

gaussian mixture
input parameters
parameter values
dependence structure
sensitivity analysis
expectation maximization
parameter tuning
mixture model
parameter space
probabilistic model
multiscale
stock price
primal dual
image sequences
fine tuning
higher order statistics
financial crisis
feature selection