Copulas offer a useful tool in modelling the dependence among random variables. In the literature, most of the existing copulas are symmetric while data collected from the real world may exhibit asymmetric nature. This necessitates developing asymmetric copulas that can model such data. In the meantime, existing methods of modelling two-dimensional reliability data are not able to capture the t...

Asymmetric multicore systems had been studied as a new hardware platform toward performance-power efficiency for the execution of application programs. Each core in the system has distinct performance and power characteristics. When exploiting asymmetric multicore systems, a major issue is to distribute threads to various cores. In this work, we build a pseudo asymmetric system by the dynamic v...

This study applies the information system success model to analyze the website quality of a restaurant (the website of T.G.I. Friday’s as the research case). Website quality was analyzed according to three dimensions: information quality, system quality, and service quality. Customer perceptions related to losses and gains due to website quality were assessed to determine whether such perceptio...

In reality, the process observations are away from the assumption that are normal distributed. The observations could be skew distributions which should use an asymmetric chart rather than symmetric chart. Consequently, this research aim to study the robustness of the asymmetric Tukey’s control chart for skew and non-skew distributions as Lognormal and Laplace distributions. Furthermore, the pe...

H igh price volatility and the risk are the main features of commodity markets. One way to reduce this risk is to apply the hedging policy by future contracts. In this regard, in this paper, we will calculate the optimal hedging ratios for OPEC oil. In this study, besides the multivariate GARCH models, for the first time we use conditional copula models for modelling dependence struc...

We document asymmetric and time-varying features of dependence between the credit risks of global systemically important banks (G-SIBs) in the UK banking industry using a CDS dataset. We model the dependence of CDS spreads using a dynamic asymmetric copula. Comparing our model with traditional copula models, we find that they usually underestimate the probability of joint (or conditional) defau...

Since the inception of Bitcoin in 2008, cryptocurrencies have played an increasing role world e-commerce, but recent turbulence cryptocurrency market 2018 has raised some concerns about their stability and associated risks. For investors it is crucial to uncover dependence relationships between for a more resilient portfolio diversification. Moreover, stochastic behavior both tails important, a...