Results 121 to 130 of about 144,876 (334)

General Markov Chains: Cycles of Finitely Additive Measures and Classical Cycles of States [PDF]

, 2020
Alexander I. Zhdanok
openalex   +1 more source

A Rapid Post‐Disaster Restoration Method for Networked Microgrids Based on Adaptive Quantum Particle Swarm Optimization

Energy Science &Engineering, EarlyView.
To enhance the power restoration speed of networked microgrids (NMGs) after extreme natural disasters and reduce the power outage of the system, this paper proposes a rapid post‐disaster restoration method for NMGs based co‐optimization of fault repair and load restoration.
Yunfan Zhang, Qiang Li, Jun Zhang, Chaohuang Xu   +3 more
wiley   +1 more source

Automatic Parallel Tempering Markov Chain Monte Carlo with Nii-C

The Astrophysical Journal Supplement Series
Due to the high dimensionality or multimodality that is common in modern astronomy, sampling Bayesian posteriors can be challenging. Several publicly available codes based on different sampling algorithms can solve these complex models, but the execution
Sheng Jin, Wenxin Jiang, Dong-Hong Wu
doaj   +1 more source

Impact of energy consumption patterns on peak emissions in China's carbon neutralisation process

Energy Strategy Reviews
The investigation of the impact of energy consumption patterns on peak emissions in China is pertinent and crucial for achieving global climate goals.
Xinyu Cai, Hua Xiang, Haotian Zheng
doaj   +1 more source

Geometric fluid approximation for general continuous-time Markov chains [PDF]

, 2019
Michalis Michaelides, Jane Hillston, Guido Sanguinetti   +2 more
openalex   +1 more source

Systematic Approaches to Generate Reversiblizations of Markov Chains

IEEE Transactions on Information Theory
33 pages, 1 figure. To appear in IEEE Trans.
Michael C. H. Choi, Geoffrey Wolfer
openaire   +2 more sources

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Nowcasting World Trade With Machine Learning: A Three‐Step Approach

Journal of Forecasting, EarlyView.
ABSTRACT We nowcast world trade using machine learning, distinguishing between tree‐based methods (random forest and gradient boosting) and their linear‐regression‐based counterparts (macroeconomic random forest and gradient boosting—linear). While much less used in the literature, the latter are found to outperform not only the tree‐based techniques ...
Menzie Chinn, Baptiste Meunier, Sebastian Stumpner   +2 more
wiley   +1 more source

Quadratic Hedging of American Options Under GARCH Models

Journal of Futures Markets, EarlyView.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

Eigenvalues of operators in $L_p$-spaces in Markov chains with a general state space [PDF]

, 1967
Zbyněk Šidák
openalex   +1 more source