Despite decades of predictions to the contrary, the boring old 60/40 portfolio of US stocks and bonds refuses to die. That ...

How modern mathematics helps policymakers and insurers connect the dots of the country’s fragmented demographic data ...

Peter was editor of The Journal of Computational Finance from 2008 to 2013. We have selected the papers in these two issues, contributed by his friends and colleagues worldwide, to reflect both the ...

In two experiments, researchers have found that introducing people to "mental models" about how mRNA vaccination works and how the body protects itself from foreign DNA can preemptively or reactively ...

Abstract: The path tracking performance of autonomous vehicles degrades due to model uncertainties and external disturbances. Tube-based Model Predictive Control (MPC) has been regarded as an ...

1 Reactor Physics and Shielding, Idaho National Laboratory, Idaho Falls, ID, United States 2 Department of Nuclear Science and Engineering, Abilene Christian University, Abilene, TX, United States To ...

This document describes the technical needs that have given rise to a Fund’s technical assistance (TA) project for the development of a customized structural micro-founded (DSGE) model in the Ministry ...

1 Faculty of Technical and Engineering, Imam Khomeini International University, Qazvin, Iran 2 School of Engineering and Energy, Murdoch University, Perth, WA, Australia Optimal energy hub scheduling ...

Abstract: Operational risk assessment is a stochastic approach to power system planning with a lead time of hours to days starting from an observation instant. Operational risk assessment requires ...

ABSTRACT: This paper deal with the application of stochastic optimal control technique in production and inventory model for a fixed or constant demand rate where the stochastic differential equations ...