Investasi merupakan penanaman uang atau modal dalam suatu perusahaan proyek guna memperoleh keuntungan. Diantara sekian banyak sekuritas yang ada, saham menjadi mengalami kenaikan jumlah investor secara signifikan karena dapat memberikan keuntungan cukup besar. Dibalik besar, terdapat risiko harus dihadapi oleh investor. Sehingga, perlu menerapkan strategi meminimalkan serta mengukur pada porto...

In this paper we characterize the identified set and construct asymptotically valid and non-conservative confidence sets for the quantile regression coeffi cient in a linear quantile regression model, where the dependent variable is subject to possibly dependent censoring. The underlying censoring mechanism is characterized by an Archimedean copula for the dependent variable and the censoring v...

The copula function is an effective and elegant tool useful for modeling dependence between random variables. Among the many families of this function, one most prominent family Archimedean family, which has its unique structure features. Most functions in have only a single parameter limits scope structure. In paper we modify generator copulas way maintains membership while increasing number p...

A copula-based Markov chain model can flexibly capture serial dependence in a time series. However, the computational developments for models remain insufficient discrete marginal compared with continuous ones. In this article, we develop methods binomial series under Clayton and Joe copulas. The include data-generation, parameter estimation, selection, goodness-of-fit tests. We implement our R...

This study analyzed the multivariate flood risk for river Thames at Kingston based on historical data from National River Flow Archive (NRFA) website. The bivariate analysis framework was prepared joint return periods of peak flow (m3/s) and 3-day annual maximum pair. A total 137 samples pairs 1883 to 2019 were adopted analysis. characterized depending quantification frequency pair through copu...

Copulae are joint continuous distributions with uniform marginals and have been proposed to capture probabilistic dependence between random variables. Maximum entropy copulae introduced by Bedford and Meeuwissen (1997) provide experts the option of making minimally informative assumptions given a degree of dependence constraint between two random variables. Unfortunately, their distributions fu...

Information fusion of fuzzy numbers has played a vital role in the decision support systems under environment q-rung orthopair set (q-ROFS), which is an effective extension intuitionistic and set. The goals present work are to build family new aggregation operators (AOs) q-ROF apply them MADM problems. First, extended Archimedean copula (EAC) co-copula (EACC) proposed handle information; conseq...

Risk measure forecast and model have been developed in order to not only provide better but also preserve its (empirical) property especially coherent property. Whilst the widely used risk of Value-at-Risk (VaR) has shown performance benefit many applications, it is fact a measure. Conditional VaR (CoVaR), defined as mean losses beyond VaR, one alternative measures that satisfies There several ...