Growing semantic vines for robust asset allocation

• المؤلفون الرئيسيون: Xing, Frank Z., Cambria, Erik, Welsch, Roy E.
• مؤلفون آخرون: School of Computer Science and Engineering
• التنسيق: مقال
• اللغة: English
• منشور في: 2021
• الموضوعات: Engineering::Computer science and engineering; Vine; Dependence Modeling
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/151362

The vine structure has been widely studied as a graphical representation for high-dimensional dependence modeling, depicting complicated probability density functions, and robust correlation estimation. However, specification of the best vine structure is challenging as the number of candidate vine...