For example, a particular investment can be run through scenario analysis in a multivariate model to see how it will impact the whole portfolio return in different market situations, such as a ...

Multivariate models—like the Monte Carlo model—are popular statistical tools that use multiple variables to forecast possible outcomes. ... For example, because portfolio ...

Instead, we develop a multivariate model for ordinal trait analysis and implement an EM algorithm for parameter estimation. ... Example 2: This example shows the analysis of a real data set.

The authors model the power production and income of a wind-photovoltaic energy plant to ... for example, by the Paris Agreement, aimed at reducing the ... generate electricity. We analyze the ...

British Journal of Cancer - Survival Analysis Part III: Multivariate data analysis – choosing a model and assessing its adequacy and fit ...

The two methods were also compared using real data examples. Multivariate approach. Suppose xij;Np(mj,S), j 5 1,2 and i = 1,2 . . . n are two independent multivariate normal dissolution profiles, one ...

Multivariate Time Series Analysis The subroutines TSMULMAR, TSMLOMAR, and TSPRED analyze multivariate time series. The periodic AR model, TSPEARS, can also be estimated by using a vector AR procedure, ...

In this paper, we incorporate customers' multi-item purchase behavior into the assortment optimization problem. We consider both the uncapacitated and capacitated assortment problems under the ...

This paper considers some univariate and multivariate operational risk models, in which the loss severities are modeled by some weakly tail dependent and heavy-tailed positive random variables, and ...

PresenterConor DolanDate first presentedJune 2022 Virtual WorkshopContentIn this lecture, the bivariate twin model is extended to the multivariate twin model. It is explained how the variance in four ...