Journals
Books
Articles by keyword Копула
The analysis of characteristics of the correlated traffic using wavelet transform
.V. Kartashevskiy - Ph. D. (Eng.), Associate Professor, Department of Software and Management in Technical Systems, Volga State University of Telecommunications and Informatics (Samara) E-mail: ivk@psuti.ru I.A. Blatov - Dr. Sc. (Phys.-Math.), Professor, Head of Department of Higher Mathematics, Volga State University of Telecommunications and Informatics (Samara) E-mail: blatow@mail.ru Yu.A. Gerasimova - Post-graduate Student, Department of Higher Mathematics, Volga State University of Telecommunications and Informatics (Samara) E-mail: gerasimova.ju@yandex.ru
Modeling of multidimensional asset structure in the portfolio optimization based on copulas

U.A. Bachaev1, N.V. Grineva2

1 National Research University Higher School of Economics (HSE) (Moscow, Russia)

2 Financial University under the Government of the Russian Federation (Moscow, Russia)

1 uabachaev@edu.hse.ru, 2 ngrineva@fa.ru