Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On non-linear dependence of multivariate subordinated L\'evy processes   Multivariate subordinated L\'evy processes are widely employed in finance for
modeling multivariate asset returns. We propose to exploit non-linear
dependence among financial assets through multivariate cumulants of these
processes, for which we provide a closed form formula by using the multi-index
generalized Bell polynomials. Using multivariate cumulants, we perform a
sensitivity analysis, to investigate non-linear dependence as a function of the
model parameters driving the dependence structure

29
The categories of this paper are: funct-an
8
The categories of this paper are: hep-ex
35
The categories of this paper are: mtrl-th
5
The categories of this paper are: gr-qc
9
The categories of this paper are: nlin
12
The categories of this paper are: nucl-th
18
The categories of this paper are: econ
14
The categories of this paper are: math-ph
20
The categories of this paper are: acc-phys
3
The categories of this paper are: physics
1
The categories of this paper are: cs
34
The categories of this paper are: chem-ph
24
The categories of this paper are: dg-ga
36
The categories of this paper are: cmp-lg
23
The categories of this paper are: solv-int
13
The categories of this paper are: quant-ph