Selecting and estimating regular vine copulae and application to financial returns

J Dissmann, EC Brechmann, C Czado… - … Statistics & Data Analysis, 2013 - Elsevier
Regular vine distributions which constitute a flexible class of multivariate dependence
models are discussed. Since multivariate copulae constructed through pair-copula …

Using gaussian copulas in supervised probabilistic classification

R Salinas-Gutiérrez, A Hernández-Aguirre… - Soft computing for …, 2011 - Springer
This chapter introduces copula functions and the use of the Gaussian copula function to
model probabilistic dependencies in supervised classification tasks. A copula is a …

copulaedas: An r package for estimation of distribution algorithms based on copulas

Y Gonzalez-Fernandez, M Soto - Journal of Statistical Software, 2014 - jstatsoft.org
The use of copula-based models in EDAs (estimation of distribution algorithms) is currently
an active area of research. In this context, the copulaedas package for R provides a platform …

A fast implementation of the CT_EXT algorithm for the testor property identification

G Sanchez-Diaz, I Piza-Davila, M Lazo-Cortes… - Advances in Soft …, 2010 - Springer
Typical testors are a useful tool for both feature selection and for determining feature
relevance in supervised classification problems. Nowadays, generating all typical testors of …

Dependence trees with copula selection for continuous estimation of distribution algorithms

R Salinas-Gutiérrez, A Hernández-Aguirre… - Proceedings of the 13th …, 2011 - dl.acm.org
In this paper, a new Estimation of Distribution Algorithm (EDA) is presented. The proposed
algorithm employs a dependency tree as a graphical model and bivariate copula functions …

Copula graphical models for wind resource estimation

K Veeramachaneni, A Cuesta-Infante… - Proceedings of the 24th …, 2015 - dl.acm.org
We develop multivariate copulas for modeling multiple joint distributions of wind speeds at a
wind farm site and neighboring wind source. A n-dimensional Gaussian copula and multiple …

Modeling with copulas and vines in estimation of distribution algorithms

M Soto, Y González-Fernández, A Ochoa - arxiv preprint arxiv:1210.5500, 2012 - arxiv.org
The aim of this work is studying the use of copulas and vines in the optimization with
Estimation of Distribution Algorithms (EDAs). Two EDAs are built around the multivariate …

Estimation of distribution algorithms based on copula functions

R Salinas-Gutiérrez, A Hernández-Aguirre… - Proceedings of the 13th …, 2011 - dl.acm.org
Estimation of distribution algorithms based on copula functions Page 1 Estimation of
Distribution Algorithms based on Copula Functions Rogelio Salinas-Gutiérrez ∗ …

Copula selection for graphical models in continuous Estimation of Distribution Algorithms

R Salinas-Gutiérrez, A Hernández-Aguirre… - Computational …, 2014 - Springer
This paper presents the use of graphical models and copula functions in Estimation of
Distribution Algorithms (EDAs) for solving multivariate optimization problems. It is shown in …

[PDF][PDF] Modeling with copulas and vines in estimation of distribution algorithms

M Soto, Y Gonzalez-Fernandez… - Investigación …, 2015 - researchgate.net
In this work a mathematical model for evolutionary optimization is proposed. It takes
advantages of the good properties of copula-vines to overcome many of the limitations of …