Managing risk with a realized copula parameter.
Matthias R. FenglerOstap OkhrinPublished in: Comput. Stat. Data Anal. (2016)
Keyphrases
- dependence structure
- risk management
- high risk
- input parameters
- maximum likelihood
- random vectors
- natural disasters
- multiscale
- genetic algorithm
- neural network
- evolutionary algorithm
- least squares
- graphical models
- data sets
- decision making
- monte carlo simulation
- risk assessment
- learning algorithm
- semi parametric
- data mining
- risk averse
- databases