Turnitin
降AI改写
早检测系统
早降重系统
Turnitin-UK版
万方检测-期刊版
维普编辑部版
Grammarly检测
Paperpass检测
checkpass检测
PaperYY检测
[HTML][HTML] Does green improve portfolio optimisation?
Our study uses the GARCH-EVT-copula model to develop out-of-sample forecasts for
diverse asset classes, including a green asset. To construct optimal portfolios, we apply four …
diverse asset classes, including a green asset. To construct optimal portfolios, we apply four …
Adaptive crossover-based marine predators algorithm for global optimization problems
Abstract The Marine Predators Algorithm (MPA) is a swarm intelligence algorithm developed
based on the foraging behavior of the ocean's predators. This algorithm has drawbacks …
based on the foraging behavior of the ocean's predators. This algorithm has drawbacks …
Risk assessment for extreme air pollution events using vine copula
This study proposes an alternative risk assessment approach for evaluating extreme air
pollution events through vine copula modeling. Three characteristics of unhealthy air …
pollution events through vine copula modeling. Three characteristics of unhealthy air …
Copula-based scenario generation for urban traffic models
C Cervellera, D Macciò, F Rebora - Expert Systems with Applications, 2022 - Elsevier
One the most attractive features of urban traffic network models is the possibility of running
hypothetical scenarios to evaluate the impact of strategic and tactical decisions. In order to …
hypothetical scenarios to evaluate the impact of strategic and tactical decisions. In order to …
A methodology for consolidation effects of inventory management with serially dependent random demand
Most studies of inventory consolidation effects assume time-independent random demand.
In this article, we consider time-dependence by incorporating an autoregressive moving …
In this article, we consider time-dependence by incorporating an autoregressive moving …
Modeling interactions within french dairy-cattle systems using R-vines
Farms face multiple challenges, such as decreasing their environmental impacts without
decreasing productivity or revenue too much. Farms emit several greenhouse gases, whose …
decreasing productivity or revenue too much. Farms emit several greenhouse gases, whose …
A comprehensive review on the development of copulas in financial field
The Copula concept has long been used in many applications, especially in the financial
field. This concept was first used in 1959 by Sklar in his mathematical work and greatly …
field. This concept was first used in 1959 by Sklar in his mathematical work and greatly …
[HTML][HTML] From goal programming for continuous multi-criteria optimization to the target decision rule for mixed uncertain problems
Goal programming (GP) is applied to the discrete and continuous version of multi-criteria
optimization. Recently, some essential analogies between multi-criteria decision making …
optimization. Recently, some essential analogies between multi-criteria decision making …
Unveiling Portfolio Resilience: Harnessing Asymmetric Copulas for Dynamic Risk Assessment in the Knowledge Economy
X Li - Journal of the Knowledge Economy, 2023 - Springer
The dynamic landscape of modern financial analysis relies on the versatile instrument of
copulas to unravel intricate interdependencies between variables. Value-at-risk (VAR) …
copulas to unravel intricate interdependencies between variables. Value-at-risk (VAR) …
A copula approach in the probabilistic evaluation of chloride ingress process for coastal concrete structures
One of the most prevalent causes of reinforced concrete (RC) structural deterioration is
chloride-induced corrosion. This paper is concerned with a novel approach to assess the …
chloride-induced corrosion. This paper is concerned with a novel approach to assess the …