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Multivariate dependence analysis via tree copula models: An application to one-year forward energy contracts.
Federico Bassetti
Maria Elena De Giuli
Enrica Nicolino
Claudia Tarantola
Published in:
Eur. J. Oper. Res. (2018)
Keyphrases
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dependence structure
probabilistic model
energy consumption
statistical models
statistical analysis
data sets
learning algorithm
feature selection
high dimensional
image analysis
prior knowledge
graph cuts
model selection
statistical model
empirical data
tree models