ABSTRACT: The global financial landscape is increasingly becoming interconnected, with financial markets exhibiting complex interdependencies. This increases the possibility of market risk spreading ...

ABSTRACT: The global financial landscape is increasingly becoming interconnected, with financial markets exhibiting complex interdependencies. This increases the possibility of market risk spreading ...

A special case of multivariate count data. The general case is often handled with copulas in the literature. The computationally difficult part is that most or almost all methods require numerical ...

Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demo of Poisson regression, where the goal is to predict a count of things arriving, such as the number of telephone calls ...

Abstract: Assumptions play a pivotal role in the selection and efficacy of statistical models, as unmet assumptions can lead to flawed conclusions and impact decision ...

Sankhyā: The Indian Journal of Statistics, Series A (2008-), Vol. 83, No. 1 (February 2021), pp. 187-205 (19 pages) The purpose of this study is to characterize multivariate generalized hyperbolic ...

Background: The Centre for Disease Control and Prevention in Yangquan, China, has taken a series of preventive and control measures in response to the increasing trend of Kala-Azar. In response, we ...