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During the last decade Levy processes with jumps have received increasing popularity for modelling market behaviour for both derviative pricing and risk management purposes. Chan et al. (2009) introduced the use of empirical likelihood…

Methodology · Statistics 2012-01-16 Steven Kou , Tony Sit , Zhiliang Ying

This paper is concerned with the problem of finding the optimal of extraction policies of an oil field in light of various financial and economical restrictions and constraints. Taking into account the fact that the oil price in worldwide…

Optimization and Control · Mathematics 2016-11-07 Moustapha Pemy

In this work, we develop adaptive schemes using goal-oriented error control for a highly nonlinear flow temperature model with temperature dependent density. The dual-weighted residual method for computing error indicators to steer mesh…

Numerical Analysis · Mathematics 2024-04-03 Sven Beuchler , Ayhan Demircan , Bernhard Endtmayer , Uwe Morgner , Thomas Wick

Statistical modeling of monthly, seasonal, or annual rainfall data is an important research area in meteorology. These models play a crucial role in rainfed agriculture, where a proper assessment of the future availability of rainwater is…

Applications · Statistics 2024-03-05 Arnab Hazra , Abhik Ghosh

Extreme precipitation causes severe societal and economic damage, and weather control has long been discussed as a potential mitigation strategy. However, to the best of our knowledge, perturbation-based interventions for weather control…

Machine Learning · Computer Science 2026-05-15 Ayumu Ueyama , Kazuhiko Kawamoto , Hiroshi Kera

The prediction of crop yields internationally is a crucial objective in agricultural research. Thus, this study implements 6 regression models (Linear, Tree, Gradient Descent, Gradient Boosting, K Nearest Neighbors, and Random Forest) to…

Stochastic methods are a crucial area in contemporary climate research and are increasingly being used in comprehensive weather and climate prediction models as well as reduced order climate models. Stochastic methods are used as…

Atmospheric and Oceanic Physics · Physics 2020-11-16 Christian L. E. Franzke , Terence J. O'Kane , Judith Berner , Paul D. Williams , Valerio Lucarini

Motivated by the EVA2025 data challenge, where we participated as the team DesiBoys, we propose a regression strategy within the framework of regular variation to estimate the occurrences and intensities of high precipitation extremes…

Methodology · Statistics 2026-02-10 Rishikesh Yadav , Arnab Hazra

Modelling of precipitation and its extremes is important for urban and agriculture planning purposes. We present a method for producing spatial predictions and measures of uncertainty for spatio-temporal data that is heavy-tailed and…

Applications · Statistics 2014-11-19 Yang Liu , Philip Kokic

The availability of weather data from remotely sensed Earth observation (EO) data has reduced the cost of including weather variables in econometric models. Weather variables are common instrumental variables used to predict economic…

General Economics · Economics 2024-09-13 Anna Josephson , Jeffrey D. Michler , Talip Kilic , Siobhan Murray

Electricity is difficult to store, except at prohibitive cost, and therefore the balance between generation and load must be maintained at all times. Electricity is traditionally managed by anticipating demand and intermittent production…

Machine Learning · Computer Science 2024-09-26 Julie Keisler , Margaux Bregere

We consider pricing weather derivatives for use as protection against weather extremes. The method described utilizes results from spatial statistics and extreme value theory to first model extremes in the weather as a max-stable process,…

Applications · Statistics 2011-09-21 Robert J. Erhardt , Richard L. Smith

Most operational climate services providers base their seasonal predictions on initialised general circulation models (GCMs) or statistical techniques that fit past observations. GCMs require substantial computational resources, which…

We apply an empirical, data-driven approach for describing crop yield as a function of monthly temperature and precipitation by employing generative probabilistic models with parameters determined through Bayesian inference. Our approach is…

Atmospheric models used for weather and climate prediction are traditionally formulated in a deterministic manner. In other words, given a particular state of the resolved scale variables, the most likely forcing from the sub-grid scale…

Machine Learning · Computer Science 2024-02-16 Hannah M. Christensen , Salah Kouhen , Greta Miller , Raghul Parthipan

Modeling extreme precipitation and temperature is vital for understanding the impacts of climate change, as hazards like intense rainfall and record-breaking temperatures can result in severe consequences, including floods, droughts, and…

Methodology · Statistics 2026-01-13 Remy MacDonald , Benjamin Seiyon Lee , John Foley , Justin Lee

Climate change poses significant challenges to the agricultural and financial sectors, affecting crop productivity and overall financial stability. This study evaluates the robustness of the Actuaries Climate Index$^{TM}$ (ACI), a newer…

Applications · Statistics 2026-05-05 Cem Yavrum , A. Sevtap Selcuk-Kestel , José Garrido

Global food security depends on predicting crop responses to climate variability, yet process based crop models remain too computationally expensive for large scale exploration of genotype and environment interactions. Here we develop a…

Computational Engineering, Finance, and Science · Computer Science 2026-05-25 Mojdeh Saadati , Juan Panelo , Gustavo Visentini , Soumik Sarkar , Carlos Messina , Baskar Ganapathysubramanian

Yield forecast is essential to agriculture stakeholders and can be obtained with the use of machine learning models and data coming from multiple sources. Most solutions for yield forecast rely on NDVI (Normalized Difference Vegetation…

Computers and Society · Computer Science 2018-10-17 Igor Oliveira , Renato L. F. Cunha , Bruno Silva , Marco A. S. Netto

Reliable demand forecasts are critical for the effective supply chain management. Several endogenous and exogenous variables can influence the dynamics of demand, and hence a single statistical model that only consists of historical sales…

Applications · Statistics 2019-09-09 Mahdi Abolghasemi , Ali Eshragh , Jason Hurley , Behnam Fahimnia