copula copula

Definition(s):

  • (n) an equating verb (such as `be' or `become') that links the subject with the complement of a sentence

Synonym(s)

Usage(s):

  1. You might want to go back a bit and check out the discussion on Gaussian copula function and its failure to provide insightful information on correlation and more appropriately risk.
  2. In addition, thanks for that link to Gaussian copula function.
  3. I understand the Gaussian copula function, and the end result is pretty simple.

News

  • How Could The Model That Blew Up Wall Street Blow Up Wall Street?

    One of the alleged culprits of the financial crisis is the Gaussian Copula, a pretty straightforward probability model. All this model does is map the probabilities of individual events into the probability of several events happening. For example, it takes the probabilities of individual mortgages defaulting and determines the probability that all mortgages will default. For those holding ...
    on August 1, 2013     Source: Forbes

Word of the Day
repudiate repudiate
/ri ˈpju di ˌeɪt /