Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

Quantum computers are expected to surpass the computational capabilities of classical
computers during this decade and have transformative impact on numerous industry sectors …

The posterior over Bayesian neural network (BNN) parameters is extremely high-
dimensional and non-convex. For computational reasons, researchers approximate this …

Dependence Modeling with Copulas covers the substantial advances that have taken place
in the field during the last 15 years, including vine copula modeling of high-dimensional …

Conic optimization is a significant and thriving research area within the optimization
community. Conic optimization is the general class of problems concerned with optimizing a …

Since its original publication, Value at Risk has become the industry standard in risk
management. Now in its Third Edition, this international bestseller addresses the …

This book provides an introduction to statistical pattern recognition theory and techniques.
Most of the material presented in this book is concerned with discrimination and …

Copula Methods in Finance is the first book to address the mathematics of copula functions
illustrated with finance applications. It explains copulas by means of applications to major …

We test for asymmetry in a model of the dependence between the Deutsche mark and the
yen, in the sense that a different degree of correlation is exhibited during joint appreciations …

The official history of copulas begins in 1959 with Sklar [1959]; but, as is often the case in
Mathematics, for groundbreaking results there are forerunners and precedents. These latter …