Copula建模的哲学:与ChatGPT的对话

Marius Hofert
{"title":"Copula建模的哲学:与ChatGPT的对话","authors":"Marius Hofert","doi":"10.6339/23-jds1114","DOIUrl":null,"url":null,"abstract":"In the form of a scholarly exchange with ChatGPT, we cover fundamentals of modeling stochastic dependence with copulas. The conversation is aimed at a broad audience and provides a light introduction to the topic of copula modeling, a field of potential relevance in all areas where more than one random variable appears in the modeling process. Topics covered include the definition, Sklar’s theorem, the invariance principle, pseudo-observations, tail dependence and stochastic representations. The conversation also shows to what degree it can be useful (or not) to learn about such concepts by interacting with the current version of a chatbot.","PeriodicalId":15636,"journal":{"name":"Journal of data science","volume":"51 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"The Philosophy of Copula Modeling: A Conversation with ChatGPT\",\"authors\":\"Marius Hofert\",\"doi\":\"10.6339/23-jds1114\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In the form of a scholarly exchange with ChatGPT, we cover fundamentals of modeling stochastic dependence with copulas. The conversation is aimed at a broad audience and provides a light introduction to the topic of copula modeling, a field of potential relevance in all areas where more than one random variable appears in the modeling process. Topics covered include the definition, Sklar’s theorem, the invariance principle, pseudo-observations, tail dependence and stochastic representations. The conversation also shows to what degree it can be useful (or not) to learn about such concepts by interacting with the current version of a chatbot.\",\"PeriodicalId\":15636,\"journal\":{\"name\":\"Journal of data science\",\"volume\":\"51 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of data science\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.6339/23-jds1114\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of data science","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.6339/23-jds1114","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0

摘要

在与ChatGPT的学术交流中,我们介绍了用copula建模随机依赖的基本原理。对话针对的是广泛的受众,并提供了对copula建模主题的简单介绍,这是一个在建模过程中出现多个随机变量的所有领域中潜在的相关领域。涵盖的主题包括定义、斯克拉定理、不变性原理、伪观测、尾依赖和随机表示。对话还显示了通过与当前版本的聊天机器人交互来了解这些概念在多大程度上是有用的(或无用的)。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
The Philosophy of Copula Modeling: A Conversation with ChatGPT
In the form of a scholarly exchange with ChatGPT, we cover fundamentals of modeling stochastic dependence with copulas. The conversation is aimed at a broad audience and provides a light introduction to the topic of copula modeling, a field of potential relevance in all areas where more than one random variable appears in the modeling process. Topics covered include the definition, Sklar’s theorem, the invariance principle, pseudo-observations, tail dependence and stochastic representations. The conversation also shows to what degree it can be useful (or not) to learn about such concepts by interacting with the current version of a chatbot.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
自引率
0.00%
发文量
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信