Statistical modeling of skew-normal distributions provides a versatile framework for capturing asymmetry in univariate and multivariate data. By introducing a shape parameter to the classical normal ...
The protection of private data is a hot research issue in the era of big data. Differential privacy is a strong privacy guarantees in data analysis. In this paper, we propose DP-MSNM, a parametric ...
In this paper we propose a new pricing methodology for European-style multi-asset derivatives based on a family of normal mean–variance mixture copulas. The goal is to develop a copula-based method ...
The relentless march towards shrinking technology nodes has ushered in a new era of intricate semiconductor designs characterized by a proliferation of transistors. This intensifying complexity brings ...