Results 231 to 240 of about 23,658 (304)

Hybrid Osprey‐Salp Swarm Optimization Algorithm for Single and Multiobjective Optimal Power Flow in Smart Grids With Renewable Energy Integration

open access: yesEnergy Science &Engineering, EarlyView.
The proposed hybrid osprey‐salp swarm optimization algorithm addresses optimal power flow (OPF) problems in smart grids incorporating solar, hydro, and thermal generators. The algorithm is validated on Institute of Electrical and Electronics Engineers 30‐, 57‐, and 118‐bus test systems across five single and multiobjective OPF scenarios.
Mujtaba Ali   +5 more
wiley   +1 more source

Point and Risk estImation Using an enSemble of Models for Nowcasting: PRISM‐Now

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT We propose PRISM‐Now, a novel ensemble forecasting system for near‐term GDP projection. Recognizing that relevant economic information evolves over time, we treat forecasts from multiple base models as draws from a mixture distribution of “good” and “bad” estimates, whose composition changes continuously and cannot be identified ex ante.
Beomseok Seo, Hyungbae Cho, Dongjae Lee
wiley   +1 more source

Reliability analysis in stress-strength model under record values with practical verification. [PDF]

open access: yesSci Rep
Hassan AS   +5 more
europepmc   +1 more source

Predicting EU Emissions Allowance Prices Using Macroeconomic Indicators and Hybrid AI Models

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Predicting carbon allowance prices has grown more crucial in relation to carbon market regulation, financial strategy, and environmental policy development. This study examines a hybrid forecasting system that combines deep learning with ensemble machine learning models to forecast the price fluctuations of EU Emissions Allowance (EUAs) within
Saptarshi Ganguly   +2 more
wiley   +1 more source

The Sector Liquidity Timing Ability of Bond Mutual Funds

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate whether bond mutual fund managers exhibit market liquidity timing skills in the U.S. corporate bond market. At the portfolio level, we find only weak evidence that bond funds adjust their overall market exposure in anticipation of changes in corporate bond market liquidity.
Zhengnan Yin   +3 more
wiley   +1 more source

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