copulas

Mortgages had been packaged into securities for decades before the copulas became popular, and securities with exposure to prepay correlation (e.g.

It was a front row seat to how probability goes wrong (your copulas aren't worth the pixels you graphed them on).

You can arbitrarily (rank-)correlate any variables of any distribution using copulas as an intermediary.

The cool part (for me) was implementing Gaussian Copulas to handle correlations.

Chinese grammar prefers stative verbs to combinations of copulas and adjectives.

Related to what you said here, I was surprised there wasn't a comparison with Vine Copulas in the paper or thread!

First up, dropping copulas is pretty common practice in new headlines.

If Chinese strongly favors stative verbs to copulas, I want to figure that out by reading Chinese, not by reading grammar books.

There'll be some book about copulas or something like that.

The copulas banks were using to join the probability density functions of the mortgages were incorrect and spit out much lower levels of correlation than was accurate.

That's basically what AIG did with copulas.

They are very different things - as are Gaussian copulas and what is referred to as the 'Gaussian kernel' (which is not actually a distribution at all) in the SVM.

And to paraphrase SJ here, "I did it in a big way." If I had stopped right there, I might not know about measure theoretic probability, the theory of point processes, copulas, or any other more or less specialized subjects.

I'm not a linguistic expert so my experience with this is just "that's what it does" rather than "you can drop copulas";) Another one of the nice ones is that you can drop pronouns from context too–compared to English the Romance languages are pretty cool.

I work with GLMs, Copulas, Monte Carlo simulation etc.