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Optimized charging of electric vehicles (EVs) at public locations consists of two decisions: how much energy to deliver at what times, which is continuous, and where to plug in, which is binary. This makes optimizing EV charging a…
Enhanced sampling methods typically require predefined collective variables (CVs) that presuppose knowledge of reaction coordinates, restricting the discovery of unanticipated transition mechanisms or intermediates. Here, we show that a…
Managing and unlocking the flexibility hidden in electric vehicles (EVs) has emerged as a critical yet challenging task towards low-carbon power and energy systems. This paper focuses on the online bidding and dispatch strategies for an EV…
The consumers' willingness to pay plays an important role in economic theory and in setting policy. For a market, this function can often be estimated from observed behavior -- preferences are revealed. However, economists would like to…
Variational Autoencoders (VAEs) have recently shown promising performance in collaborative filtering with implicit feedback. These existing recommendation models learn user representations to reconstruct or predict user preferences. We…
The recently proposed "reheating-volume" (RV) measure promises to solve the long-standing problem of extracting probabilistic predictions from cosmological "multiverse" scenarios involving eternal inflation. I give a detailed description of…
The problem of demand inversion - a crucial step in the estimation of random utility discrete-choice models - is equivalent to the determination of stable outcomes in two-sided matching models. This equivalence applies to random utility…
The broad objective of this paper is to propose a mathematical model for the study of causes of wage inequality and relate it to choices of consumption, the technologies of production, and the composition of labor in an economy. The paper…
In this research work, we propose a high-order time adapted scheme for pricing a coupled system of fixed-free boundary constant elasticity of variance (CEV) model on both equidistant and locally refined space-grid. The performance of our…
Estimating causal effects from observational data is challenging, especially in the presence of latent confounders. Much work has been done on addressing this challenge, but most of the existing research ignores the bias introduced by the…
We study a general class of consumption-savings problems with recursive preferences. We characterize the sign of the consumption response to arbitrary shocks in terms of the product of two sufficient statistics: the elasticity of…
Predicting customers' long-term revenue from sparse and irregular transaction data is central to marketing resource allocation in non-contractual settings, yet existing approaches face a trade-off. Traditional probabilistic customer base…
The purpose of the paper is to present a new pricing method for clean spread options, and to illustrate its main features on a set of numerical examples produced by a dedicated computer code. The novelty of the approach is embedded in the…
We consider a special family of occupation-time derivatives, namely proportional step options introduced by Linetsky in [Math. Finance, 9, 55--96 (1999)]. We develop new closed-form spectral expansions for pricing such options under a class…
We study situations where a group of voters need to take a collective decision over a number of public issues, with the goal of getting a result that reflects the voters' opinions in a proportional manner. Our focus is on interconnected…
We develop new robust discrete choice tools to learn about the average willingness to pay for a price subsidy and its effects on demand given exogenous, discrete variation in prices. Our starting point is a nonparametric, nonseparable model…
In both high-performance computing (HPC) environments and the public cloud, the duration of time to retrieve or save your results is simultaneously unpredictable and important to your over all resource budget. It is generally accepted…
Aggregation is crucial to the effective use of flexibility, especially in the case of electric vehicles (EVs) because of their limited individual battery sizes and large aggregate impact. This research proposes a novel method to quantify…
We revisit a classical question of how individual consumer preferences and incomes shape aggregate behavior. We develop a method that applies to populations with homothetic preferences and reduces the hard problem of aggregation to simply…
In this paper we investigate a dynamic pricing model for constant demand elasticity where customers have a probability distribution on the number of items they order. This is a generalization from standard models which restrict customers to…