Thesis supervisor: Edith Alice Kovács
Location of studies (in Hungarian): Department of Differential Equations, Institute of Mathematics, BME Abbreviation of location of studies: BME
Description of the research topic:
Copulas became a popular tool in modelling multivariate probability distributions. Copulas make possible the modelling separately the one dimensional marginal probability distributions and the dependency between the random variables.
In higher dimensions often appear different types of dependences between the random variables involved. To model these there were introduced the regular vine copulas, however this regular vine copulas use a large number of parameters, as the dimension of the multivariate random variables grows. To reduce this large number of parameters, the Truncated vine copulas and the Cherry-tree copulas were introduced. The candidate is supposed to do research on developing algorithms for finding good fitting cherry tree copulas and truncated vines, and to implement them.
The candidate is supposed to have some routine in Probability Theory and Algorithms furthermore, one of the tasks of the candidate to deepen this knowledge by adding Copula Theory and some parts of Information Theory.
Required language skills: English Further requirements: To graduate introductory courses from Algebra, Probability Theory, Algorithms.
Number of students who can be accepted: 1
Deadline for application: 2017-05-31
2024. IV. 17. ODT ülés Az ODT következő ülésére 2024. június 14-én, pénteken 10.00 órakor kerül sor a Semmelweis Egyetem Szenátusi termében (Bp. Üllői út 26. I. emelet).
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