Browsing Theses by Subject "dependence modeling"
Now showing items 1-2 of 2
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Dependence: From classical copula modeling to neural networks
(University of Waterloo, 2020-08-25)The development of tools to measure and to model dependence in high-dimensional data is of great interest in a wide range of applications including finance, risk management, bioinformatics and environmental sciences. The ... -
Some Results on Multivariate Dependence Modeling
(University of Waterloo, 2015-01-14)The goal of this thesis is to solve some problems in dependence modeling. Under special assumptions, we use Tankov [2011]’s result to give sharp bounds on variance of the sum of two random variables with partial information ...