Copula-based grouped risk aggregation under mixed operation
نویسندگان
چکیده
منابع مشابه
GGRA: a grouped gossip-based reputation aggregation algorithm
An important issue in P2P networks is the existence of malicious nodes that decreases the performance of such networks. Reputation system in which nodes are ranked based on their behavior, is one of the proposed solutions to detect and isolate malicious (low ranked) nodes. Gossip Trust is an interesting previously proposed algorithm for reputation aggregation in P2P networks based on t...
متن کاملThe Grouped t-copula with an Application to Credit Risk
We describe a model that takes into account the tail dependence present in a large set of historical risk factor data using the modern concept of copulas. We extend the popular t-copula to obtain a new grouped t-copula which describes more accurately the dependence among risk factors of different classes. We explain how to estimate the parameters of the grouped t-copula and apply the method to ...
متن کاملA copula - based approach to aggregation functions
This paper presents the role of copula functions in the theory of aggregation operators and an axiomatic characterization of Archimedean aggregation functions. In this context we are focusing our attention about several properties of aggregation functions, like supermodularity and Schur-concavity.
متن کاملA copula-based approach to aggregation operators
Aggregation operators transform a finite number of inputs, called arguments, into a single output. They are applied in many theoretical and practical domains and in particular aggregation operators play important role in different approaches to decision making, where values to be aggregated are typically preference or satisfaction degrees. Many operators of different type have been considered i...
متن کاملCopula Mixed-Membership Stochastic Blockmodel
The Mixed-Membership Stochastic Blockmodels (MMSB) is a popular framework for modelling social relationships by fully exploiting each individual node’s participation (or membership) in a social network. Despite its powerful representations, MMSB assumes that the membership indicators of each pair of nodes (i.e., people) are distributed independently. However, such an assumption often does not h...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Applications of Mathematics
سال: 2016
ISSN: 0862-7940,1572-9109
DOI: 10.1007/s10492-016-0124-z