Abstract: A modern power system is characterized by an increasing penetration of wind power, which results in large uncertainties in its states. These uncertainties must be quantified properly; ...
ABSTRACT: The global financial landscape is increasingly becoming interconnected, with financial markets exhibiting complex interdependencies. This increases the possibility of market risk spreading ...
Using the path-integral formalism, Ryan Parker, Mark Stedman and Luca Capriotti develop an accurate and easy-to-compute semi-analytical approximation for a general class of default intensity models.
Abstract: Wind power forecasts for an aggregation of wind farms have become pivotal to many user groups, e.g., system operators and market actors. However, deviations from these forecasts impact ...
The current version is incompatible with NumPy 2.0, both the latest release and a local installation. Specifically, it crashes with ../../.conda/envs/ing11/lib ...
1 Department of Ecology and Evolutionary Biology, University of Colorado, Boulder, CO, United States 2 University of Colorado Museum of Natural History, Boulder, CO, United States Diatoms ...
ONLINE AND IN-PERSON EVENT: LSE Marshall Building MAR.2.09 and Zoom, United Kingdom The Department of Statistics at LSE will be hosting our 2nd Risk and Insurance Day organised by LSE Faculty member ...