HIGHLIGHTS
- who: Neil Stewart from the City, University of London Institutional have published the Article: City, University of London Institutional Repository, in the Journal: (JOURNAL)
- what: The authors demonstrate application of this approach to the joint modelling of weekly returns of the MSCI RISX indices. In Figure 1, the authors show heatmap images of smoothed bivariate densities for six well-known copula models, with standard Normal margins. Instead of using the extracted image features to train a classifier directly, the authors propose three additional amendments on them. Lastly, the authors aim to make these features more . . .
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