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For assessing interventions in numerous disease areas, use of multiple time-to-event outcomes are common. In several natural phenomena in real world, an individual might experience two different events referred as bivariate time-to-event data, where the ...

We design a system for risk-analyzing and pricing portfolios of non-performing consumer credit loans. The rapid development of credit lending business for consumers heightens the need for trading portfolios formed by overdue loans as a manner of risk ...

Popular approaches in learner modeling explore response-time as observational data supplemental to response correctness, to enrich the predictive models of learner knowledge. It has been argued that the relationship between response-time and knowledge ...

Bitcoin is a decentralised digital currency which attracts growing interest over recent years. Much research from different subjects emerged as bitcoin is a multidisciplinary product. Among all these studies, the interpretation of the drastic fluctuation ...

Catastrophe aversion and risk equity are important concepts both in risk management theory and practice. Keeney [Keeney RL 1980 Equity and public risk. Oper. Res. 283:527-534] was the first to formally define these concepts. He demonstrated that the two ...

A step trace is an equivalence class of step sequences, where the equivalence is determined by dependencies between pairs of actions expressed as potential simultaneity and sequentialisability. Step traces can be represented by invariant structures with ...

Financial variables such as asset returns in the massive market contain various hierarchical and horizontal relationships forming complicated dependence structures. Modeling and mining of these structures is challenging due to their own high structural ...

As a non-parametric algorithm, Empirical Copula is an effective way to estimate the dependence structure of high-dimension arbitrarily distributed data. However, it suffers from the problem of huge computation time because of its high computational ...

One of the most useful tools for handling multivariate distributions with givenunivariatemarginals is the copula function. Using it, any multivariate distribution function can be represented in a way that emphasizes the separate roles of the marginals ...

One of the most useful tools for handling multivariate distributions with givenunivariatemarginals is the copula function. Using it, any multivariate distribution function can be represented in a way that emphasizes the separate roles of the marginals ...