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This paper is concerned with a simulation study for a stochastic production network model, where the capacities of machines may change randomly. We introduce performance measures motivated by risk measures from finance leading to a…

Optimization and Control · Mathematics 2019-05-14 Simone Göttlich , Stephan Knapp

Financial market resilience reflects the ability of a financial market to withstand external shocks and to recover from them, while its measurement has yet to be standardized. Accordingly, this paper quantifies the adaptability and…

Risk Management · Quantitative Finance 2025-11-13 Si-Yao Wei , Kun-Liang Jiang , Wei-Xing Zhou

This paper introduces a new computational framework to account for uncertainties in day-ahead electricity market clearing process in the presence of demand response providers. A central challenge when dealing with many demand response…

Signal Processing · Electrical Eng. & Systems 2017-12-01 Hao Ming , Le Xie , Marco Campi , Simone Garatti , P. R. Kumar

Multiple small- to middle-scale cities, mostly located in northern China, became epidemic hotspots during the second wave of the spread of COVID-19 in early 2021. Despite qualitative discussions of potential social-economic causes, it…

Physics and Society · Physics 2021-03-10 Tianyi Li , Jiawen Luo , Cunrui Huang

Ten years ago we presented a modified version of Okun law for the biggest developed economies and reported its excellent predictive power. In this study, we revisit the original models using the estimates of real GDP per capita and…

General Economics · Economics 2021-04-13 Ivan Kitov

Indeterminacy associated with probing of a quantum state is commonly expressed through spectral distances (metric) featured in the outcomes of repeated experiments. Here we express it as an effective amount (measure) of distinct outcomes…

Quantum Physics · Physics 2021-09-21 Ivan Horváth

Uncovering the structure of socioeconomic systems and timely estimation of socioeconomic status are significant for economic development. The understanding of socioeconomic processes provides foundations to quantify global economic…

Physics and Society · Physics 2019-07-02 Jian Gao , Yi-Cheng Zhang , Tao Zhou

Okun's law for the biggest developed countries is re-estimated using the most recent data on real GDP per capita and the rate of unemployment. Our results show that the change in unemployment rate can be predicted with a high accuracy. The…

General Finance · Quantitative Finance 2011-09-21 Ivan O. Kitov

The increasing penetration of renewable energy resources in power systems, represented as random processes, converts the traditional deterministic economic dispatch problem into a stochastic one. To solve this stochastic economic dispatch,…

Systems and Control · Electrical Eng. & Systems 2019-09-23 Zhixiong Hu , Yijun Xu , Mert Korkali , Xiao Chen , Lamine Mili , Charles H. Tong

Complex events originate from other primitive events combined according to defined patterns and rules. Instead of using specialists' manual work to compose the model rules, we use machine learning (ML) to self-define these patterns and…

Machine Learning · Computer Science 2024-11-05 Maria J. P. Peixoto , Akramul Azim

Accurate electricity demand forecasting is crucial to meet energy security and efficiency, especially when relying on intermittent renewable energy sources. Recently, massive savings have been observed in Europe, following an unprecedented…

Applications · Statistics 2026-05-05 Nathan Doumèche , Yann Allioux , Yannig Goude , Stefania Rubrichi

Analysis of longitudinal Electronic Health Record (EHR) data is an important goal for precision medicine. Difficulty in applying Machine Learning (ML) methods, either predictive or unsupervised, stems in part from the heterogeneity and…

Quantitative Methods · Quantitative Biology 2022-04-18 Alan D. Kaplan , Uttara Tipnis , Jean C. Beckham , Nathan A. Kimbrel , David W. Oslin , Benjamin H. McMahon

This paper introduces a two-level robust approach to estimate the unknown states of a large-scale power system while the measurements and network parameters are subjected to uncertainties. The bounded data uncertainty (BDU) considered in…

Systems and Control · Electrical Eng. & Systems 2022-12-14 Shiva Moshtagh , Mehdi Rahmani

An effective distribution electricity market (DEM) is required to manage the rapidly growing small-scale distributed energy resources (DERs) in distribution systems (DSs). This paper proposes a day-ahead DEM clearing and pricing mechanism…

Systems and Control · Electrical Eng. & Systems 2021-10-15 Zongzheng Zhao , Yixin Liu , Li Guo , Linquan Bai , Chengshan Wang

In the dynamic landscape of continuous change, Machine Learning (ML) "nowcasting" models offer a distinct advantage for informed decision-making in both public and private sectors. This study introduces ML-based GDP growth projection models…

Econometrics · Economics 2024-02-07 Juan Tenorio , Wilder Perez

Future power grids are fundamentally different from current ones, both in size and in complexity; this trend imposes challenges for situation awareness (SA) based on classical indicators, which are usually model-based and deterministic. As…

Methodology · Statistics 2017-07-20 Xing He , Robert C. Qiu , Qian Ai , Lei Chu , Xinyi Xu , Zenan Ling

Tackling climate change requires the rapid and deep decarbonization of electric power systems. While energy management systems (EMSs) play a central role in this transition, conventional EMSs focus mainly on economic efficiency and often…

Systems and Control · Electrical Eng. & Systems 2026-03-10 Young-ho Cho , Mohamad Chehade , Fatima Al-Janahi , Sol Lim , Javad Mohammadi , Hao Zhu

The study and measurement of economic resilience is ruled by high level of complexity related to the diverse structure, functionality, spatiality, and dynamics describing economic systems. Towards serving the demand of integration, this…

General Economics · Economics 2022-02-18 Dimitrios Tsiotas

Quantifying uncertainty in neural network predictions is essential for high-stakes domains such as autonomous driving, healthcare, and manufacturing. While existing approaches often depend on costly sampling or restrictive distributional…

Machine Learning · Computer Science 2026-05-29 Eunseo Choi , Ho-Yeon Kim , Jaewon Lee , Taeyong jo , Myungjun lee , Heejin Ahn

As the recent COVID-19 outbreak rapidly expands all over the world, various containment measures have been carried out to fight against the COVID-19 pandemic. In Mainland China, the containment measures consist of three types, i.e., Wuhan…

Physics and Society · Physics 2020-07-20 Ji Liu , Xiakai Wang , Haoyi Xiong , Jizhou Huang , Siyu Huang , Haozhe An , Dejing Dou , Haifeng Wang