A distributionally robust approach for the risk-parity portfolio selection problem by Maryam Bayat, Farnaz Hooshmand, Seyed Ali MirHassani

Subjects: Get full text

Stochastic differential equations model for the interaction of HCV with liver cells by Ahmed kareem, Faris J.Wafar

Subjects: Get full text

Stochastic Extension of Nonlocal Macro–Mesoscale Consistent Damage Model for Fracture Behaviors of Concrete Materials by Guangda Lu, Jiankang Xie

Subjects: Get full text

Optimizing Egg Production in Indonesia Using a Robust Stochastic Approach of Planning by Sri Sulandjari

Subjects: Get full text

Epileptic Seizure Detection Using a Recurrent Neural Network With Temporal Features Derived From a Scale Mixture EEG Model by Akira Furui, Ryota Onishi, Tomoyuki Akiyama, Toshio Tsuji

Subjects: Get full text

Efficient Finite-Difference Estimation of Second-Order Parametric Sensitivities for Stochastic Discrete Biochemical Systems by Fauzia Jabeen, Silvana Ilie

Subjects: Get full text

Mitigation of Diffraction Effect in GNSS Positioning Considering Azimuth and PDOP in Canyon Environment by Qingfeng Wu, Xiaoya Wang, Houxiang Zhou

Subjects: “…position dilution of precision (PDOP) stochastic model…”
Get full text

Derivation and computation of discrete-delayand continuous-delay SDEs in mathematical biology by Edward J. Allen

Subjects: Get full text

Exploring nonlinear chaotic systems with applications in stochastic processes by H. G. Abdelwahed, Islam M. Elbaz, M. A. Sohaly, Mohmoud A. E. Abdelrahman, A. F. Alsarhan, Ayedh Mahdi Al-rasheed

Subjects: Get full text

CALCULATION METHOD OF DETERMINATION RELIABILITY MEASURES OF HEAT RECOVERY STEAM GENERATOR by M. C. Ankudinova, E. A. Larin, L. A. Sandalova

Subjects: Get full text

Стохастическая двумодовая эредитарная модель космического динамо by Казаков, Е.А., Водинчар, Г.М.

Subjects: Get full text

A novel hybrid CLARA and fuzzy time series Markov chain model for predicting air pollution in Jakarta by Nurtiti Sunusi, Ankaz As Sikib, Sumanta Pasari

Get full text

Research on the spatial characterization of a 3D UAV air-to-ground channel model by Zhi ZHANG, Tianbo XIONG, Jianqiao CHEN, Nan MA

“…To cope with the problem that the distribution assumptions of arrival angle and departure angle in existing geometry-based stochastic modeling (GBSM) for the unmanned aerial vehicle (UAV) air-to-ground (A2G) channel are too ideal to describe the spatial statistical property of the UAV A2G propagation environment precisely,considering the three-dimensional (3D) cylindrical A2G channel model,the spatial geometric characteristics of scattering regions were investigated analytically as corresponding to the angles of arrival and departure in both elevation and azimuth planes,which derived the probability density function (PDF) for the distribution of each angle.The effects of various parameters of channel model on the PDF were studied and simulation results prove that the derived PDF can describe the spatial statistical properties of UAV A2G channels more accurately,and can support the modeling of A2G communication channels well.…”
Get full text

Colombian monthly energy inflows predictability by Andrés Felipe Hurtado-Montoya, Nicolás Alberto Moreno-Reyes

“…The methodology integrates parametric and non-parametric models, exogenous variables analysis, and uncertainty estimation through stochastic modeling. This research will contribute to the Colombian hydrology understanding and provide elements for risk analysis, planning, and decision-making in social and economic sectors involved with water resources management. …”
Get full text

Adaptive Time-Stepping Using Control Theory for the Chemical Langevin Equation by Silvana Ilie, Monjur Morshed

“…Stochastic modeling of biochemical systems has been the subject of intense research in recent years due to the large number of important applications of these systems. …”
Get full text

Applying the mathematical apparatus of fluid and gas dynamics for financial market dynamics modeling by A.R. Musin, A.S. Sorokin

“…This paper is devoted to the study of possibilities for using the mathematical apparatus of natural science research, in particular the parabolic type differential equations and stochastic modeling methods in order to explain the behavioral features of financial market. …”
Get full text

Economic and Sensitivity Analyses of Controllable Queues With Customer Feedback and Impatience Using Markovian Modeling by Shreekant Varshney, Mankumar Acharya, Zala Jenishkumar Kanjibhai, Mukesh Pushkarna, Walid El-Shafai, Ievgen Zaitsev

“…The findings of the study, which are based on stochastic modeling, are shown both tabularly and graphically. …”
Get full text

Increase in insurance losses caused by North Atlantic hurricanes in a warmer climate by Francesco Comola, Bernhard Märtl, Hilary Paul, Christian Bruns, Klaus Sapelza

“…We leverage insurance loss data and stochastic modeling to investigate the impacts of projected changes in hurricane climatology on the insurance industry, for  +2 °C and  +4 °C warming scenarios. …”
Get full text

Assets Liability Management: A bibliometric analysis and topic modeling by Orlando Joaqui-Barandica, Diego Fernando Manotas-Duque

“…Los resultados permiten concluir que la investigación cuantitativa ha sido ampliamente explotada a través de las 6 temáticas: Financial risk management, Stochastic modeling, Pension funds, Capital markets and the insurance industry, Mean-variance models, General optimization models. …”
Get full text

Cauchy–Logistic Unit Distribution: Properties and Application in Modeling Data Extremes by Vladica S. Stojanović, Tanja Jovanović Spasojević, Radica Bojičić, Brankica Pažun, Zlatko Langović

“…Finally, the application of the proposed distribution in stochastic modeling of some real-world data with emphasized extreme values is provided.…”
Get full text