We propose a dynamic slicing algorithm to compute the slices of aspect-oriented programs. We use a dependence based intermediate program representation called Aspect System Dependence Graph (AOSG) to represent aspect-oriented programs. Then, we propose the dynamic slicing algorithm for AOPs, which is an extended version of EMDS algorithm for object-oriented programs. Our algorithm is based on m...

Based on the asymmetric copula function, this paper analyzes static and dynamic correlation between Shanghai Composite Index Shenzhen Index. Through analysis, it is found that function better than Gumbel Copula in describing distribution characteristics of top tail dependence Index, coefficient definition based can well describe variables. In time-varying improves traditional evolution equation...

It is well known that there are asymmetric dependence structures between financial returns. This paper describes a portfolio selection method rooted in the classical mean–variance framework incorporates such dependency using nonparametric measure of local dependence, Gaussian correlation (LGC). shown optimization process for returns with straightforward covariance matrices. The new to outperfor...

Modeling high-dimensional dependence is widely studied to explore deep relations in multiple variables particularly useful for financial risk assessment. Very often, strong restrictions are applied on a dependence structure by existing high-dimensional dependence models. These restrictions disabled the detection of sophisticated structures such as asymmetry, upper and lower tail dependence betw...