| 书目名称 | Counting Statistics for Dependent Random Events | | 副标题 | With a Focus on Fina | | 编辑 | Enrico Bernardi,Silvia Romagnoli | | 视频video | | | 概述 | Proposes a novel approach to counting dependent random events, combining clustering, copulas and combinatorics.Includes examples and real-world data applications to demonstrate the new techniques.Redu | | 图书封面 |  | | 描述 | .This book on counting statistics presents a novel copula-based approach to counting dependent random events. It combines clustering, combinatorics-based algorithms and dependence structure in order to tackle and simplify complex problems, without disregarding the hierarchy of or interconnections between the relevant variables. These problems typically arise in real-world applications and computations involving big data in finance, insurance and banking, where experts are confronted with counting variables in monitoring random events..In this new approach, combinatorial distributions of random events are the core element. In order to deal with the high-dimensional features of the problem, the combinatorial techniques are used together with a clustering approach, where groups of variables sharing common characteristics and similarities are identified and the dependence structure within groups is taken into account. The original problems can then be modeled using new classes of copulas, referred to here as clusterized copulas, which are essentially based on preliminary groupings of variables depending on suitable characteristics and hierarchical aspects..The book includes examples an | | 出版日期 | Book 2021 | | 关键词 | counting statistics; counting random variables; copula function; clustering; combinatoric calculus; big d | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-030-64250-1 | | isbn_softcover | 978-3-030-64252-5 | | isbn_ebook | 978-3-030-64250-1 | | copyright | The Editor(s) (if applicable) and The Author(s), under exclusive licence to Springer Nature Switzerl |
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发表于 2025-3-21 16:38:36
