Copulas are multivariate distribution functions with uniform marginal distributions. In this paper, we study a class of copulas called radial copulas, which is derived from residual implications where ...

As global financial markets become increasingly interconnected, accurately modelling correlations between assets is essential. Traditional models often assume static correlations, which fail to ...

This set of Matlab (TM) files provides the functions needed to estimate the best copula, given a set of copulas and fractiles. The method is described in the paper Huard, D., Évin, G. and Favre, A-C.

We propose a method for reconstructing a probability density function (pdf) from a sample of an n-dimensional probability distribution. The method works by iteratively applying some simple ...

The increasingly frequent occurrence of urban heatwaves has become a significant threat to human health. To quantitatively analyze changes in heatwave characteristics and to investigate the return ...

Autonomous underwater gliders (AUGs) are effective platforms for oceanic research and environmental monitoring. However, complex underwater environments with uncertainties could pose the risk of ...