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Effective credit risk management is fundamental to financial decision-making, requiring robust models to predict default probabilities and classify financial entities. Traditional machine learning approaches face significant challenges when…

Machine Learning · Computer Science 2026-03-31 Haibo Wang , Jun Huang , Lutfu S. Sua , Figen Balo , Burak Dolar

Electrification of transport compounded with climate change will transform hourly load profiles and their response to weather. Power system operators and EV charging stakeholders require such high-resolution load profiles for their planning…

Systems and Control · Electrical Eng. & Systems 2024-03-08 Samrat Acharya , Malini Ghosal , Travis Thurber , Casey D. Burleyson , Yang Ou , Allison Campbell , Gokul Iyer , Nathalie Voisin , Jason Fuller

We introduce a binary regression accounting-based model for bankruptcy prediction of small and medium enterprises (SMEs). The main advantage of the model lies in its predictive performance in identifying defaulted SMEs. Another advantage,…

Methodology · Statistics 2013-12-11 Raffaella Calabrese , Giampiero Marra , Silvia Angela Osmetti

Sustainable global development is one of the most prevalent challenges facing the world today, hinging on the equilibrium between socioeconomic growth and environmental sustainability. We propose approaches to monitor and quantify…

Machine Learning · Computer Science 2023-12-08 Michelle W. L. Wan , Jeffrey N. Clark , Edward A. Small , Elena Fillola Mayoral , Raúl Santos-Rodríguez

It is increasingly recognized that the multiple and systemic impacts of Earth system change threaten the prosperity of society through altered land carbon dynamics, freshwater variability, biodiversity loss, and climate extremes. For…

We propose a new method to combine adaptive processes with a class of entropy estimators for the case of streams of data. Starting from a first estimation obtained from a batch of initial data, model parameters are estimated at each step by…

Signal Processing · Electrical Eng. & Systems 2020-01-15 Mario Angelelli , Enrico Ciavolino , Paola Pasca

We propose a statistical emulator for a climate-economy deterministic integrated assessment model ensemble, based on a functional regression framework. Inference on the unknown parameters is carried out through a mixed effects hierarchical…

Methodology · Statistics 2022-09-14 Luca Aiello , Matteo Fontana , Alessandra Guglielmi

In recent years, the growing frequency and severity of natural disasters have increased the need for effective tools to manage catastrophe risk. Catastrophe (CAT) bonds allow the transfer of part of this risk to investors, offering an…

Pricing of Securities · Quantitative Finance 2025-12-30 Julia Kończal , Michał Balcerek , Krzysztof Burnecki

The modeling of environmental ecosystems plays a pivotal role in the sustainable management of our planet. Accurate prediction of key environmental variables over space and time can aid in informed policy and decision-making, thus improving…

Computation and Language · Computer Science 2024-08-13 Haoran Li , Junqi Liu , Zexian Wang , Shiyuan Luo , Xiaowei Jia , Huaxiu Yao

The PCL framework provides a comprehensive climate risk management approach grounded in the assessment of societal values of financial and non-financial loss tolerability. The framework optimizes response action across three main clusters,…

Risk Management · Quantitative Finance 2020-04-15 Youssef Nassef

We study the dynamics of correlation and variance in systems under the load of environmental factors. A universal effect in ensembles of similar systems under the load of similar factors is described: in crisis, typically, even before…

Biological Physics · Physics 2010-08-27 A. N. Gorban , E. V. Smirnova , T. A. Tyukina

The paper is a collection of knowledge regarding the phenomenon of climate change, competitiveness, and literature linking the two phenomena to agricultural market competitiveness. The objective is to investigate the peer reviewed and grey…

One of the first beings affected by changes in the climate are trees, one of our most vital resources. In this study tree species interaction and the response to climate in different ecological environments is observed by applying a joint…

Populations and Evolution · Quantitative Biology 2019-10-14 Hyun Choi , Ali Sadeghian , Sergio Marconi , Ethan White , Daisy Zhe Wang

Credit risk assessment is a crucial aspect of financial decision-making, enabling institutions to predict the likelihood of default and make informed lending decisions. Two prominent methodologies in credit risk modeling are logistic…

Applications · Statistics 2026-04-30 Cheng Lee , Hsi Lee

This paper outlines a critical gap in the assessment methodology used to estimate the macroeconomic costs and benefits of climate policy. It shows that the vast majority of models used for assessing climate policy use assumptions about the…

Economics · Quantitative Finance 2017-03-09 H. Pollitt , J. -F. Mercure

This paper proposes an approach to environmental accounting useful for studying the feasibility of socio-economic systems in relation to the external constraints posed by ecological compatibility. The approach is based on a multi-scale…

Populations and Evolution · Quantitative Biology 2017-04-27 Pedro L. Lomas , Mario Giampietro

The evaluation of climate models is a crucial step in climate studies. It consists of quantifying the resemblance of model outputs to reference data to identify models with superior capacity to replicate specific climate variables. Clearly,…

Atmospheric and Oceanic Physics · Physics 2023-07-11 Mario J. Gómez , Luis A. Barboza , Hugo G. Hidalgo , Eric J. Alfaro

Score matching is a vital tool for learning the distribution of data with applications across many areas including diffusion processes, energy based modelling, and graphical model estimation. Despite all these applications, little work…

Machine Learning · Statistics 2025-06-03 Josh Givens , Song Liu , Henry W J Reeve

The cost of the impacts of climate change have already proven to be larger than previously believed. Understanding the costs and benefits of adapting to the changing climate is necessary to make targeted and appropriate investment…

General Economics · Economics 2024-11-27 Anna Josephson , Rodrigo Guerra Su , Greg Collins , Katharine Jacobs

The assessment of the high-resolution ensemble weather prediction system COSMO-DE-EPS is achieved with the perspective of using it for renewable energy applications. The performance of the ensemble forecast is explored focusing on global…

Atmospheric and Oceanic Physics · Physics 2015-10-05 Zied Ben Bouallegue