Related papers: Polynomial processes for power prices
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By a symbolic method, we introduce multivariate Bernoulli and Euler polynomials as powers of polynomials whose coefficients involve multivariate L\'evy processes. Many properties of these polynomials are stated straightforwardly thanks to…
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In approval-based multiwinner voting, voters express approval preferences over a set of candidates, and the goal is to return a winning committee. This model captures a broad range of subset selection problems under preferences. Prior work…
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Time homogeneous polynomial processes are Markov processes whose moments can be calculated easily through matrix exponentials. In this work, we develop a notion of time inhomogeneous polynomial processes where the coeffiecients of the…
The increasing interest in demand-side management (DSM) as part of the energy cost optimization calls for effective methods to determine representative electricity prices for energy optimization and scheduling investigations. We propose a…
Equations of State model relations between thermodynamic variables and are ubiquitous in scientific modelling, appearing in modern day applications ranging from Astrophysics to Climate Science. The three desired properties of a general…
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Many random combinatorial objects have a component structure whose joint distribution is equal to that of a process of mutually independent random variables, conditioned on the value of a weighted sum of the variables. It is interesting to…
We consider the class of simple Brown-Resnick max-stable processes whose spectral processes are continuous exponential martingales. We develop the asymptotic theory for the realized power variations of these max-stable processes, that is,…
Pricing advanced data products - particularly in complex fields such as semiconductor manufacturing - is a fundamentally challenging task due to the sparsity of publicly available transaction data, and its frequent heterogeneity and…
Linear differential equations of arbitrary order with polynomial coefficients are considered. Specifically, necessary and sufficient conditions for the existence of polynomial solutions of a given degree are obtained for these equations. An…