Get your news from a source that’s not owned and controlled by oligarchs. Sign up for the free Mother Jones Daily. In 2000, while working at JPMorgan Chase, Li published a paper in The Journal of ...

MacKenzie is a very smart sociologist, who understands quants and copula functions much more deeply than I ever did. (And, like most journalists, I forgot nearly all of what I ever knew about them ...

Copula models arise in the market when quoted information about the behaviour of single assets is available but very little is known about their joint relations. Information about the joint ...

Earlier this week, Easy Street brought you a picture of the financial crisis in tattoo form: a man’s forearm, newly and impressively branded with the Gaussian copula function. Striking, no? It looks ...

Several economic blogs have pointed me to this excellent article by Felix Salmon in Wired on the Gaussian copula devised by mathematician David X. Li in 2000. This was a mathematical formula to ...

Roula Khalaf, Editor of the FT, selects her favourite stories in this weekly newsletter. It’s ba-ack. The formula that famously felled Wall Street. The Gaussian copula — with which banks famously ...

This paper is concerned with the analysis of clustered data from developmental toxicity studies with mixed responses, i.e., where each member of the cluster has binary and continuous outcomes. A ...

Hay cópulas asesinas. No necesitamos a Sharon Stone para comprobarlo. Ni tampoco ir a la zoología para mostrar paso a paso la seducción caníbal de la mantís religiosa. Ya lo sabemos. Incluso Jacques ...

QUANT models and their architects are so misunderstood, often by people working in finance. It pains me, though I am biased. I spent the better part of a decade devoted to studying elegant (and ...

Copula models arise in the market when quoted information about the behaviour of single assets is available but very little is known about their joint relations. Information about the joint ...