We review the state of the art of clustering financial time series and the study of their
correlations alongside other interaction networks. The aim of the review is to gather in one …

The official history of copulas begins in 1959 with Sklar [1959]; but, as is often the case in
Mathematics, for groundbreaking results there are forerunners and precedents. These latter …

This paper is of methodological nature, and deals with the foundations of Risk Assessment.
Several international guidelines have recently recommended to select appropriate/relevant …

Recently, cryptocurrencies have attracted a growing interest from investors, practitioners and
researchers. Nevertheless, few studies have focused on the predictability of them. In this …

Joint statistical models for long-term wave climate are a key aspect of offshore wind
engineering design. However, to find a joint model for sea-state characteristics is often …

Time series clustering with a dissimilarity matrix based on tail dependence coefficients
estimated by copula functions has been proposed in 2011 by De Luca and Zuccolotto, who …

This paper examines the dependence between electricity prices, demand, and renewable
energy sources by means of a multivariate copula model while studying Germany, the …

In the context of coherent systems, we obtain representations for the reliability function of the
residual lifetime at time t under different assumptions. Specifically, four cases are considered …

Given that the interconnections of NFT and DeFi digital assets with other stablecoins still not
sufficiently studied, this paper is two-fold. We first examine the dynamic conditional …

In this study, the dam-break induced surge impact pressure data on a vertical wall are used
to investigate the corresponding structure dynamic response. Both the hydrodynamic and …