Results 151 to 160 of about 150,661 (326)
Energy Science &Engineering, EarlyView.A deep reinforcement learning–based control architecture is proposed to coordinate heat pumps, thermal storage, renewable energy, and demand response in data center waste heat recovery systems. The agent learns optimal control actions from system states and reward feedback to achieve electrical–thermal co‐optimization under realistic operational ...
Rendong Shen +5 more
wiley +1 more source
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 +3 more
wiley +1 more source
Operator-Informed Score Matching for Markov Diffusion Models [PDF]
Zheyang Shen +3 more
openalex +1 more source
Approximation theorems for Markov operators [PDF]
Pacific Journal of Mathematics, 1966 openaire +3 more sources
A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
Journal of Forecasting, EarlyView.ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley +1 more source
Rates of Convergence for Chains of Expansive Markov Operators [PDF]
, 2022 Neal Hermer, D. Lüke, Anja Sturm
openalex +1 more source
Journal of Forecasting, EarlyView.ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu +3 more
wiley +1 more source
On the Comovement of Contango and Backwardation Across Futures Commodity Markets
Journal of Futures Markets, EarlyView.ABSTRACT We examine the time‐varying nature of the comovement of the slope of the futures curve in major agricultural, metals and energy commodity futures markets in a Global Vector Autoregressive model. We find significant comovement between the slopes, indicating the co‐existence of backwardation and contango in many seemingly unrelated commodity ...
Angelo Luisi +2 more
wiley +1 more source
Approach to Markov operators on spaces of measures by means of equicontinuity
, 2021 Maria Ziemlańska
openalex +1 more source