With the aim of portfolio optimization and management, this article utilizes the Clayton-copula along with copula theory measures. Portfolio-Optimization is one of the activities in investment funds. Thus, it is essential to select an appropriate optimization method. In modern financial analyses, there is growing evidence indicating the distribution of proceeds of financial properties is not cu...

Estimation of Distribution Algorithms (EDAs) are implemented mainly by the three steps: selecting the promising subset from the current population, modeling the distribution of the selected population and sampling from the estimated model. Modeling and sampling are key steps of EDAs. They are also research topic of copula theory to represent the multivariate joint distribution by a copula and t...

abstract background: keratoconus is a bilateral corneal disease, which one way to cure it is to transplant. the transplantation may be rejected by recipient's immune system, which leads to failure of the graft. this study aimed to analysis the factors affecting bilateral corneal graft rejection based on copula function. methods: a sample of bilateral graft rejection times was assessed. since co...

A symbolic variable is often described by a histogram. More generally, it can be provided in the form of a continuous distribution. In this case, the problem is to solve the most frequent problem in data mining, namely: to classify the objects starting from the description of the variables in the form of continuous distributions. A solution is to sample each distribution in a number N of points...

This paper develops a testing framework for comparing the predictive accuracy of competing multivariate density forecasts with different predictive copulas, focusing on specific parts of the copula support. The tests are framed in the context of the Kullback– Leibler Information Criterion, using (out-of-sample) conditional likelihood and censored likelihood in order to focus the evaluation on t...

Abstract Today Indonesia is experiencing health problems that are also being faced by all countries in the world, namely Covid-19. Jakarta, capital of state Indonesia, one provinces has been epicenter Covid-19 cases. Aim study to determine dependency between and maximum temperature Indonesia. Data cases used daily cumulative cases, new deaths. The correlations Pearson, Spearman, Kendall. correl...

there are several researches that deal with the behavior of ses and their relationships with different economical factors. these range from papers dealing with this subject through econometrical procedures to statistical methods known as copula. this article considers the impact of oil and gold price on tehran stock exchange market (tse). oil and gold are two factors that are essential for the ...

Copulas and frailty models are important tools to model bivariate survival data. Equivalence between Archimedean copula models and shared frailty models, e.g., between the Clayton-Oakes copula model and the shared gamma frailty model, has often been claimed in the literature. In this note we show that, in both models, there is indeed the well known equivalence between the copula functions; the ...

There are several researches that deal with the behavior of SEs and their relationships with different economical factors. These range from papers dealing with this subject through econometrical procedures to statistical methods known as copula. This article considers the impact of oil and gold price on Tehran Stock Exchange market (TSE). Oil and gold are two factors that are essential for the ...

This paper used different copula-based GARCH models (Copula-GARCH model and Copula-GJR-GARCH model) to analyze the dependence structure among gold price, stock price index of gold mining companies and Shanghai Composite Index in China. The empirical results found that the suitable margins were skew-t distribution, and the GJR-GARCH marginal distribution had better explanatory ability than the G...