Dependence Modeling
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Dependence Modeling
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Author : Harry Joe
language : en
Publisher: World Scientific
Release Date : 2011
Dependence Modeling written by Harry Joe and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Business & Economics categories.
1. Introduction : Dependence modeling / D. Kurowicka -- 2. Multivariate copulae / M. Fischer -- 3. Vines arise / R.M. Cooke, H. Joe and K. Aas -- 4. Sampling count variables with specified Pearson correlation : A comparison between a naive and a C-vine sampling approach / V. Erhardt and C. Czado -- 5. Micro correlations and tail dependence / R.M. Cooke, C. Kousky and H. Joe -- 6. The Copula information criterion and Its implications for the maximum pseudo-likelihood estimator / S. Gronneberg -- 7. Dependence comparisons of vine copulae with four or more variables / H. Joe -- 8. Tail dependence in vine copulae / H. Joe -- 9. Counting vines / O. Morales-Napoles -- 10. Regular vines : Generation algorithm and number of equivalence classes / H. Joe, R.M. Cooke and D. Kurowicka -- 11. Optimal truncation of vines / D. Kurowicka -- 12. Bayesian inference for D-vines : Estimation and model selection / C. Czado and A. Min -- 13. Analysis of Australian electricity loads using joint Bayesian inference of D-vines with autoregressive margins / C. Czado, F. Gartner and A. Min -- 14. Non-parametric Bayesian belief nets versus vines / A. Hanea -- 15. Modeling dependence between financial returns using pair-copula constructions / K. Aas and D. Berg -- 16. Dynamic D-vine model / A. Heinen and A. Valdesogo -- 17. Summary and future directions / D. Kurowicka
Dependence Modeling With Copulas
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Author : Harry Joe
language : en
Publisher: CRC Press
Release Date : 2014-06-26
Dependence Modeling With Copulas written by Harry Joe and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-26 with Mathematics categories.
Dependence Modeling with Copulas covers the substantial advances that have taken place in the field during the last 15 years, including vine copula modeling of high-dimensional data. Vine copula models are constructed from a sequence of bivariate copulas. The book develops generalizations of vine copula models, including common and structured factor models that extend from the Gaussian assumption to copulas. It also discusses other multivariate constructions and parametric copula families that have different tail properties and presents extensive material on dependence and tail properties to assist in copula model selection. The author shows how numerical methods and algorithms for inference and simulation are important in high-dimensional copula applications. He presents the algorithms as pseudocode, illustrating their implementation for high-dimensional copula models. He also incorporates results to determine dependence and tail properties of multivariate distributions for future constructions of copula models.
Dependence Modeling With Copulas
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Author : Harry Joe
language : en
Publisher: CRC Press
Release Date : 2014-06-26
Dependence Modeling With Copulas written by Harry Joe and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-26 with Mathematics categories.
Dependence Modeling with Copulas covers the substantial advances that have taken place in the field during the last 15 years, including vine copula modeling of high-dimensional data. Vine copula models are constructed from a sequence of bivariate copulas. The book develops generalizations of vine copula models, including common and structured facto
Mosfet Modeling Bsim3 User S Guide
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Author : Yuhua Cheng
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-05-08
Mosfet Modeling Bsim3 User S Guide written by Yuhua Cheng and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-05-08 with Technology & Engineering categories.
Circuit simulation is essential in integrated circuit design, and the accuracy of circuit simulation depends on the accuracy of the transistor model. BSIM3v3 (BSIM for Berkeley Short-channel IGFET Model) has been selected as the first MOSFET model for standardization by the Compact Model Council, a consortium of leading companies in semiconductor and design tools. In the next few years, many fabless and integrated semiconductor companies are expected to switch from dozens of other MOSFET models to BSIM3. This will require many device engineers and most circuit designers to learn the basics of BSIM3. MOSFET Modeling & BSIM3 User's Guide explains the detailed physical effects that are important in modeling MOSFETs, and presents the derivations of compact model expressions so that users can understand the physical meaning of the model equations and parameters. It is the first book devoted to BSIM3. It treats the BSIM3 model in detail as used in digital, analog and RF circuit design. It covers the complete set of models, i.e., I-V model, capacitance model, noise model, parasitics model, substrate current model, temperature effect model and non quasi-static model. MOSFET Modeling & BSIM3 User's Guide not only addresses the device modeling issues but also provides a user's guide to the device or circuit design engineers who use the BSIM3 model in digital/analog circuit design, RF modeling, statistical modeling, and technology prediction. This book is written for circuit designers and device engineers, as well as device scientists worldwide. It is also suitable as a reference for graduate courses and courses in circuit design or device modelling. Furthermore, it can be used as a textbook for industry courses devoted to BSIM3. MOSFET Modeling & BSIM3 User's Guide is comprehensive and practical. It is balanced between the background information and advanced discussion of BSIM3. It is helpful to experts and students alike.
Genetic Neurocognitive Modeling
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Author : Edenilson Brandl
language : en
Publisher: Edenilson Brandl
Release Date :
Genetic Neurocognitive Modeling written by Edenilson Brandl and has been published by Edenilson Brandl this book supported file pdf, txt, epub, kindle and other format this book has been release on with Health & Fitness categories.
It is with great pleasure that I present this book, "Genetic Neurocognitive Modeling", which represents a deep dive into the fascinating interactions between neuroscience, genetics and cognition. Throughout the pages of this work, we invite the reader to embark on a journey full of discoveries and insights, unraveling the secrets of the complex network that connects our brain, our behavior and our genetic heritage. In this era of accelerated scientific advances, understanding the human mind has been the subject of intense investigation. Through innovative neurocognitive models and genetic studies, we are unlocking the mechanisms underlying how we perceive, think, feel and relate to the world around us. Understanding the influence of genetic factors on brain development and functioning is a crucial step towards unlocking the mysteries of human cognition. This book covers a wide range of relevant and current topics that invite us to explore the frontiers of neuroscience and cognitive genetics. Each chapter is devoted to a specific aspect of this intricate relationship, providing an in-depth look at the most recent advances and the fundamental theories that shape our current knowledge. From the modeling of emotions and emotional regulation to the genetics of creativity and schizophrenia, each topic covered aims to broaden our understanding of cognitive processes and their genetic basis. Along this intellectual journey, we are introduced to groundbreaking research and case studies that help us connect the pieces of this scientific puzzle. The authors, experts in their fields, share their insights and knowledge, shedding light on the latest advances and future prospects. It is an opportunity to inspire and motivate us, not only academics and researchers, but also mental health professionals, educators and anyone interested in understanding the complexity of the human brain. Our intention in writing this book is to provide a comprehensive and accessible overview of genetic neurocognitive modeling, laying a solid foundation for future investigations and stimulating new discoveries. We hope this work inspires and motivates readers to delve into this interdisciplinary field, which is breaking new ground and promoting unprecedented advances in understanding the human mind. Finally, I would like to thank all the authors and contributors who have given their time, knowledge, and passion to this project. Their hard work and dedication are reflected on every page of this book. We hope that this book will be a valuable resource for anyone interested in neuroscience, genetics, and cognition, and that it will advance knowledge in this exciting and ever-evolving field.
Multistate Models For The Analysis Of Life History Data
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Author : Richard J Cook
language : en
Publisher: CRC Press
Release Date : 2018-05-15
Multistate Models For The Analysis Of Life History Data written by Richard J Cook and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-05-15 with Mathematics categories.
Multistate Models for the Analysis of Life History Data provides the first comprehensive treatment of multistate modeling and analysis, including parametric, nonparametric and semiparametric methods applicable to many types of life history data. Special models such as illness-death, competing risks and progressive processes are considered, as well as more complex models. The book provides both theoretical development and illustrations of analysis based on data from randomized trials and observational cohort studies in health research. It features: Discusses a wide range of applications of multistate models, Presents methods for both continuously and intermittently observed life history processes, Gives a thorough discussion of conditionally independent censoring and observation processes, Discusses models with random effects and joint models for two or more multistate processes, Discusses and illustrates software for multistate analysis that is available in R, Target audience includes those engaged in research and applications involving multistate models.
Modeling And Forecasting Primary Commodity Prices
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Author : Walter C. Labys
language : en
Publisher: Taylor & Francis
Release Date : 2017-03-02
Modeling And Forecasting Primary Commodity Prices written by Walter C. Labys and has been published by Taylor & Francis this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-03-02 with Business & Economics categories.
Recent economic growth in China and other Asian countries has led to increased commodity demand which has caused price rises and accompanying price fluctuations not only for crude oil but also for the many other raw materials. Such trends mean that world commodity markets are once again under intense scrutiny. This book provides new insights into the modeling and forecasting of primary commodity prices by featuring comprehensive applications of the most recent methods of statistical time series analysis. The latter utilize econometric methods concerned with structural breaks, unobserved components, chaotic discovery, long memory, heteroskedasticity, wavelet estimation and fractional integration. Relevant tests employed include neural networks, correlation dimensions, Lyapunov exponents, fractional integration and rescaled range. The price forecasting involves structural time series trend plus cycle and cyclical trend models. Practical applications focus on the price behaviour of more than twenty international commodity markets.
Renewable Energy Integration To The Grid
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Author : Neeraj Gupta
language : en
Publisher: CRC Press
Release Date : 2022-03-24
Renewable Energy Integration To The Grid written by Neeraj Gupta and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-03-24 with Technology & Engineering categories.
This comprehensive reference text discusses uncertainty modeling of renewable energy resources and its steady state analysis. The text discusses challenges related to renewable energy integration to the grid, techniques to mitigate these challenges, problems associated with integration at transmission and distribution voltage level, and protection of power system with large renewable power integration. It covers important concepts including voltage issues in power networks, use of FACTS devices for reactive power management, stochastic optimization, robust optimization, and spatiotemporal dependence modeling. Key Features: Presents analysis and modeling of renewable generation uncertainty for planning and operation, beneficial for industry professionals and researchers. Discusses dependence modeling of multi-site renewable generations in detail. Covers probabilistic analysis, useful for data analysts. Discusses various aspects of renewable energy integration i.e. technical, economic, etc. Covers correlation factors, and methodologies are validated with case studies with various standard test systems. The text will be useful for graduate students and professionals in the fields of electrical engineering, electronics and communication engineering, renewable energy, and clean technologies.
Constructing Insurable Risk Portfolios
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Author : Edward W. Frees
language : en
Publisher: CRC Press
Release Date : 2025-04-09
Constructing Insurable Risk Portfolios written by Edward W. Frees and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-04-09 with Business & Economics categories.
Constructing Insurable Risk Portfolios offers a data-driven approach to devising risk retention programs that safeguard firms from a multitude of risks. Because firms face many risks, including fire damage to their buildings, liability from management misconduct, and external threats like cyberattacks, this book treats these potential liabilities as a "portfolio." Drawing inspiration from Markowitz portfolio theory, the text leverages techniques from probability, statistics, and optimization to build algorithms that construct optimal risk insurable portfolios under budget constraints. Features Through engaging case studies and supporting statistical (R) code, readers will learn how to build optimal insurable risk portfolios. This book illustrates a frontier that depicts the trade-off between the uncertainty of a portfolio and the cost of risk transfer. This visual representation, mirroring familiar Markowitz investment tools, enables informed decision-making and easy adoption by risk advisors. This book lays the mathematical groundwork for constructing optimal insurable risk portfolios in an effective and aesthetically pleasing manner. For those interested in the detailed mathematical aspects of insurable risk portfolio optimization, comprehensive proofs and derivations are available in an online supplement. This book equips students, academics, and practitioners with quantitative tools to analyze real-world risk portfolios. Additionally, it empowers financial analysts to provide data-driven insights that enhance their advisory roles for risk managers.
Fundamental Aspects Of Operational Risk And Insurance Analytics
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Author : Marcelo G. Cruz
language : en
Publisher: John Wiley & Sons
Release Date : 2015-01-29
Fundamental Aspects Of Operational Risk And Insurance Analytics written by Marcelo G. Cruz and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-01-29 with Mathematics categories.
A one-stop guide for the theories, applications, and statistical methodologies essential to operational risk Providing a complete overview of operational risk modeling and relevant insurance analytics, Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk offers a systematic approach that covers the wide range of topics in this area. Written by a team of leading experts in the field, the handbook presents detailed coverage of the theories, applications, and models inherent in any discussion of the fundamentals of operational risk, with a primary focus on Basel II/III regulation, modeling dependence, estimation of risk models, and modeling the data elements. Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk begins with coverage on the four data elements used in operational risk framework as well as processing risk taxonomy. The book then goes further in-depth into the key topics in operational risk measurement and insurance, for example diverse methods to estimate frequency and severity models. Finally, the book ends with sections on specific topics, such as scenario analysis; multifactor modeling; and dependence modeling. A unique companion with Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk, the handbook also features: Discussions on internal loss data and key risk indicators, which are both fundamental for developing a risk-sensitive framework Guidelines for how operational risk can be inserted into a firm’s strategic decisions A model for stress tests of operational risk under the United States Comprehensive Capital Analysis and Review (CCAR) program A valuable reference for financial engineers, quantitative analysts, risk managers, and large-scale consultancy groups advising banks on their internal systems, the handbook is also useful for academics teaching postgraduate courses on the methodology of operational risk.