For more than a century, economists have tried to reduce economics to a series of mathematical equations and statistical ...

For more than a century, economists have tried to reduce economics to a series of mathematical equations and statistical analysis. They have failed miserably, ...

Advancements in synthetic data generation have made it a viable solution for applications in various fields, such as finance, biomedical research, and data science. Synthetic data is generated ...

Abstract: We present an importance sampling procedure for the estimation of multifactor portfolio credit risk for the t -copula model, i.e, the case where the risk factors have the multivariate t ...

Abstract: The random matrix model provides a straightforward and low-complexity algorithm, making it a promising solution for extended target tracking and shape estimation. However, the random matrix ...

The HACopula toolbox extends the copula modeling provided by MATLAB to modeling with hierarchical Archimedean copulas, which allows for non-elliptical distributions in arbitrary dimensions enabling ...