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The term structure of credit spreads is studied with an aim to predict its future movements. A completely new approach to tackle this problem is presented, which utilizes nonlinear parametric models. The Brain-Cousens regression model with…

Statistical Finance · Quantitative Finance 2014-01-28 Radoslava Mirkov , Thomas Maul , Ronald Hochreiter , Holger Thomae

The Model Coupling Executable Library (MCEL), developed at the University of Southern Mississippi's Center of Higher Learning, has been successfully used to couple the Coupled Ocean/Atmospheric Mesoscale Prediction System (COAMPS) and the…

Atmospheric and Oceanic Physics · Physics 2017-04-20 Pat Fitzpatrick , Gueorgui Mostovoi , Yongzuo Li , Matt Bettencourt , Shahrdad G. Sajjadi

Inferring causal relationships from observed data is an important task, yet it becomes challenging when the data is subject to various external interferences. Most of these interferences are the additional effects of external factors on…

Machine Learning · Computer Science 2025-11-14 Ruichu Cai , Xiaokai Huang , Wei Chen , Zijian Li , Zhifeng Hao

Understanding and forecasting precipitation events in the Arctic maritime environments, such as Bear Island and Ny-{\AA}lesund, is crucial for assessing climate risk and developing early warning systems in vulnerable marine regions. This…

Identifying tropical cyclones that generate destructive storm tides for risk assessment, such as from large downscaled storm catalogs for climate studies, is often intractable because it entails many expensive Monte Carlo hydrodynamic…

Atmospheric and Oceanic Physics · Physics 2025-01-07 Grace Jiang , Jiangchao Qiu , Sai Ravela

Recent research has suggested that the overall dependence of convection near coasts on large-scale atmospheric conditions is weaker than over the open ocean or inland areas. This is due to the fact that in coastal regions convection is…

Atmospheric and Oceanic Physics · Physics 2017-11-07 Martin Bergemann , Boualem Khouider , Christian Jakob

Results of direct numerical simulations have been used to show that intensive thermal convection in a horizontal layer and on a hemisphere can be described by the distributed chaos approach. The vorticity and helicity dominated distributed…

Atmospheric and Oceanic Physics · Physics 2019-02-22 A. Bershadskii

Understanding future changes in temperature variability and extremes is an important scientific challenge with societal impacts. Here the responses of daily near-surface temperature distributions to climate warming is explored using an…

Atmospheric and Oceanic Physics · Physics 2025-05-12 Joshua A. M. Duffield , Michael P. Byrne

We review recent progress in modeling the probability distribution of wave heights in the deep ocean as a function of a small number of parameters describing the local sea state. Both linear and nonlinear mechanisms of rogue wave formation…

Chaotic Dynamics · Physics 2012-07-11 L. H. Ying , Z. Zhuang , E. J. Heller , L. Kaplan

The low frequency variability of the extratropical atmosphere involves hemispheric-scale recurring, often persistent, states known as teleconnection patterns or regimes, which can have profound impact on predictability on intra-seasonal and…

Atmospheric and Oceanic Physics · Physics 2024-01-31 Dmitry Mukhin , Abdel Hannachi , Tobias Braun , Norbert Marwan

Understanding the dynamics of wildfire is crucial for developing management and intervention strategies. Mathematical and computational models can be used to improve our understanding of wildfire processes and dynamics. This paper presents…

Dynamical Systems · Mathematics 2024-02-02 Cordula Reisch , Adrián Navas-Montilla , Ilhan Özgen-Xian

The influence of climate variability and global warming on the occurrence of tropical cyclones (TC) is a controversial issue. Existing historical databases on the subject are not fully reliable, but a more fundamental hindrance is the lack…

Atmospheric and Oceanic Physics · Physics 2009-10-02 Albert Osso , Alvaro Corral , J. E. Llebot

Extratropical cyclones are large-scale weather systems which are often the source of extreme weather events in Northern Europe, often leading to mass infrastructural damage and casualties. Such systems create a local vorticity maxima which…

Applications · Statistics 2019-05-23 Paul Sharkey , Jonathan A. Tawn , Simon J. Brown

The article attempts to find an algebraic formula describing the correlation coefficients between random variables and the principal components representing them. As a result of the analysis, starting from selected statistics relating to…

Machine Learning · Computer Science 2023-10-11 Zenon Gniazdowski

We are building a hurricane number prediction scheme that relies, in part, on statistical modelling of the empirical relationship between Atlantic sea surface temperatures and landfalling hurricane numbers. We test out a number of simple…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Roman Binter , Stephen Jewson , Shree Khare

During hurricane seasons, emergency managers and other decision makers need accurate and `on-time' information on potential storm surge impacts. Fully dynamical computer models, such as the ADCIRC tide, storm surge, and wind-wave model take…

Neural and Evolutionary Computing · Computer Science 2016-09-26 Anton Bezuglov , Brian Blanton , Reinaldo Santiago

We propose an approach for learning the causal structure in stochastic dynamical systems with a $1$-step functional dependency in the presence of latent variables. We propose an information-theoretic approach that allows us to recover the…

Information Theory · Computer Science 2017-01-25 Saber Salehkaleybar , Jalal Etesami , Negar Kiyavash

Rainfall in coastal areas of the tropics is often shaped by the presence of circulations directly associated with the topography, such as land-sea and/or mountain-valley breezes. In many regions the coastally-affected rainfall consitutes…

Atmospheric and Oceanic Physics · Physics 2016-05-09 Martin Bergemann , Christian Jakob , Todd P. Lane

Critical phenomena in non-equilibrium systems have been studied by means of a wide variety of theoretical and experimental approaches. Mode-coupling, renormalization group, complex Lie algebras and diagrammatic techniques are some of the…

Statistical Mechanics · Physics 2015-05-13 Enrique Hernandez-Lemus , Leopoldo S. Garcia-Colin

A method for designing variational principles for the dynamics of a possibly dissipative and non-conservatively forced chain of particles is demonstrated. Some qualitative features of the formulation are discussed.

Mathematical Physics · Physics 2024-04-05 Amit Acharya , Ambar N. Sengupta
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