scholarly journals Time Dynamic and Hierarchical Dependence Modelling of an Aggregated Portfolio of Trading Books: A Multivariate Nonparametric Approach

2009 ◽  
Author(s):  
Sandra Gaisser ◽  
Christoph Memmel ◽  
Rafael Schmidt ◽  
Carsten Wehn
Keyword(s):  
Time Dynamic ◽  
Nonparametric Approach ◽  
Dependence Modelling

Time dynamic and hierarchical dependence modeling of a supervisory portfolio of banks: a multivariate nonparametric approach

2011 ◽  
Vol 14 (1) ◽  
pp. 3-40
Author(s):  
Sandra Gaisser ◽  
Christoph Memmel ◽  
Rafael Schmidt ◽  
Carsten Wehn
Keyword(s):  
Time Dynamic ◽  
Nonparametric Approach ◽  
Dependence Modeling

Hierarchical Bayesian continuous time dynamic modeling.

2018 ◽  
Vol 23 (4) ◽  
pp. 774-799 ◽  
Author(s):  
Charles C. Driver ◽  
Manuel C. Voelkle
Keyword(s):  
Dynamic Modeling ◽  
Continuous Time ◽  
Hierarchical Bayesian ◽  
Time Dynamic

Control Model Constructing on Real-Time Dynamic Reversible Lane in Condition of Connected Vehicle

CICTP 2020 ◽  
2020 ◽  
Author(s):  
Lina Mao ◽  
Wenquan Li ◽  
Pengsen Hu ◽  
Guiliang Zhou ◽  
Huiting Zhang ◽  
...  
Keyword(s):  
Real Time ◽  
Control Model ◽  
Connected Vehicle ◽  
Time Dynamic

A nonparametric approach to analyzing operational risk with an application to insurance fraud

2012 ◽  
Vol 7 (1) ◽  
pp. 57-75 ◽  
Author(s):  
Catalina Bolance ◽  
Mercedes Ayuso ◽  
Montserrat Guillen
Keyword(s):  
Operational Risk ◽  
Insurance Fraud ◽  
Nonparametric Approach
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