Results 31 to 40 of about 506 (166)
COVID-19: data-driven dynamic asset allocation in times of pandemic
The COVID-19 pandemic has demonstrated the importance and value of multi-period asset allocation strategies responding to rapid changes in market behavior.
Anna Timonina-Farkas
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The equation G(x,x)=y˜, where G:X×X→Y, and X,Y are vector metric spaces (meaning that the values of a distance between the points in these spaces belong to some cones E+,M+ of a Banach space E and a linear space M, respectively), is considered.
Evgeny Zhukovskiy, Elena Panasenko
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Because of the randomness and volatility of wind power, large-scale grid-connection will bring great challenges to the safe and stable operation of power systems.
Jiahui DU +3 more
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Regularity of densities in relaxed and penalized average distance problem
The average distance problem finds application in data parameterization, which involves``representing'' the data using lower dimensional objects.
Xin Yang Lu
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Abstract Quantifying the structure and dynamics of species interactions in ecological communities is fundamental to studying ecology and evolution. While there are numerous approaches to analysing ecological networks, there is not yet an approach that can (1) quantify dissimilarity in the global structure of ecological networks that range from ...
Kai M. Hung +4 more
wiley +1 more source
On a general matrix-valued unbalanced optimal transport problem
We introduce a general class of transport distances $\mathrm {WB}_{\Lambda }$ over the space of positive semi-definite matrix-valued Radon measures $\mathcal {M}(\Omega, \mathbb {S}_+^n)$ , called the weighted Wasserstein–Bures distance ...
Bowen Li, Jun Zou
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ABSTRACT To enhance the techno‐economic performance and robustness of multi‐microgrids (MMG) systems, this paper proposes a two‐stage bi‐level collaborative optimisation strategy integrating energy sharing and price incentives. In the day‐ahead stage, the shared energy storage operator (SESO) at the upper level employs conditional Wasserstein ...
Xianghu Cui +4 more
wiley +1 more source
Robust Λ$\Lambda$‐Quantiles and Extremal Distributions
ABSTRACT In this paper, we investigate the robust models for Λ$\Lambda$‐quantiles with partial information regarding the loss distribution, where Λ$\Lambda$‐quantiles extend the classical quantiles by replacing the fixed probability level with a probability/loss function Λ$\Lambda$.
Xia Han, Peng Liu
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Note on stability estimation of stochastic difference equations
Stability estimates are proposed for two variants of Markov processes defined by stochastic difference equations: uncontrolled and controlled. Processes of this type are widely used in applications where their “governing distributions” are known only ...
Gordienko Evgueni, Ruiz de Chavez Juan
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Wind energy plays a pivotal role in the transition to sustainable power generation. However, maintaining the reliability and efficiency of wind turbine (WT) remains a significant challenge due to complex operational conditions and the high cost associated with unexpected failures.
Cristian Velandia-Cárdenas +3 more
wiley +1 more source

