A copula is a useful tool for constructing bivariate and/or multivariate distributions. In this article, we consider a new modified class of FGM (Farlie–Gumbel–Morgenstern) bivariate copula for constructing several different bivariate Kumaraswamy type copulas and discuss their structural...

A copula is a useful tool for constructing bivariate and/or multivariate distributions. In this article, we consider a new modified class of FGM (Farlie-Gumbel-Morgenstern) bivariate copula for constructing several different bivariate Kumaraswamy type copulas and discuss their structural...

Copulas are a quite flexible and useful tool for modeling the dependence structure between two or more variables or components of bivariate and multivariate vectors, in particular, to predict losses in insurance and finance. In this article, we use the VineCopula package in R to study the...

Volatility in stock markets evokes varying responses from market participants. While some perceive it as opportunity to make money, others perceive it as a threat and start unwinding their positions. In today's globalized environment, increased volatility reflects not only the domestic...

The paper examines the pattern of stock returns of mid cap Indian companies over a period of time and proposes frameworks for predictive modelling. Ten features are identified as predictors of stock returns. Subsequently two Machine Learning models, Random Forest and Dynamic Neural Fuzzy...

The granting of a Patent confers certain exclusive rights on the Patentee. However, it does not mean that such rights could never be revoked if it can be proved that the examination was not properly done due to which relevant prior art was ignored. Such a presumption of validity of a Patent is...

Predictive analytics of financial markets in developed and emerging economies during the COVID-19 regime is undeniably challenging due to unavoidable uncertainty and the profound proliferation of negative news on different platforms. Tracking the media echo is crucial to explaining and...

Copulas are a quite flexible and useful tool for modeling the dependence structure between two or more variables or components of bivariate and multivariate vectors, in particular, to predict losses in insurance and finance. In this article, we use the VineCopula package in R to study the...