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20072023
most citedRenormalization Group Theory for the Imbalanced Fermi Gas

72 citations · 282 across the 9 of their papers we have counts for

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q-fin.RM2023★ 1 cited

Principal Component Copulas for Capital Modelling and Systemic Risk

K. B. Gubbels, J. Y. Ypma, C. W. Oosterlee

We introduce a class of copulas that we call Principal Component Copulas (PCCs). This class combines the strong points of copula-based techniques with principal component analysis…