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Research has shown banks match interest income and expense betas, and thereby obtain net interest income margins which are insensitive to changes in short-term interest rates. The present analysis extends this research in a number of ways.…

Risk Management · Quantitative Finance 2025-10-10 Matt Brigida

Minimizing waiting time for tasks waiting in the queue for execution is one of the important scheduling cri-teria which took a wide area in scheduling preemptive tasks. In this paper we present Changeable Time Quan-tum (CTQ) approach…

Distributed, Parallel, and Cluster Computing · Computer Science 2010-03-30 Samih Mohemmed Mostafa

The problem Orienteering asks whether there exists a walk which visits a number of sites without exceeding some fuel budget. In the variant of the problem we consider, the cost of each edge in the walk is dependent on the time we depart one…

Discrete Mathematics · Computer Science 2025-07-02 Timothée Corsini , Jessica Enright , Laura Larios-Jones , Kitty Meeks

The potential of an efficient ride-sharing scheme to significantly reduce traffic congestion, lower emission level, as well as facilitating the introduction of smart cities has been widely demonstrated. This positive thrust however is faced…

Social and Information Networks · Computer Science 2017-06-05 Tal Altshuler , Rachel Katoshevski , Yoram Shiftan

Achieving connectivity reliability is one of the significant challenges for 5G and beyond 5G cellular networks. The present understanding of reliability in the context of mobile communication does not adequately cover the stochastic…

Networking and Internet Architecture · Computer Science 2024-09-04 Subhyal Bin Iqbal , Behnam Khodapanah , Philipp Schulz , Gerhard P. Fettweis

Test-time adaptation (TTA) offers a compelling remedy for machine learning (ML) models that degrade under domain shifts, improving generalisation on-the-fly with only unlabelled samples. This flexibility suits real deployments, yet…

Machine Learning · Computer Science 2026-02-09 Sudarshan Sreeram , Young D. Kwon , Cecilia Mascolo

The growth of transportation networks and their increasing interconnections, although positive, has the downside effect of an increasing complexity which make them difficult to use, to assess, and limits their efficiency. On average in the…

Physics and Society · Physics 2014-11-06 Riccardo Gallotti , Marc Barthelemy

This paper considers a time-varying optimization problem associated with a network of systems, with each of the systems shared by (and affecting) a number of individuals. The objective is to minimize cost functions associated with the…

Optimization and Control · Mathematics 2022-03-15 Ana M. Ospina , Andrea Simonetto , Emiliano Dall'Anese

Stochastic time-varying optimization is an integral part of learning in which the shape of the function changes over time in a non-deterministic manner. This paper considers multiple models of stochastic time variation and analyzes the…

Optimization and Control · Mathematics 2023-02-23 Ali Yekkehkhany , Han Feng , Donghao Ying , Javad Lavaei

A notable challenge in Electric Vehicle (EV) charging is the time required to fully charge the battery, which can range from 15 minutes to 2-3 hours. This idle period, however, presents an opportunity to offer time-consuming or…

Systems and Control · Electrical Eng. & Systems 2026-02-05 Erick Silva , Tadeu Freitas , Rehana Yasmin , Ali Shoker , Paulo Esteves-Verissimo

This study investigates the integration of forecasting and optimization in energy management systems, with a focus on the role of switching costs -- penalties incurred from frequent operational adjustments. We develop a theoretical and…

Systems and Control · Electrical Eng. & Systems 2025-04-16 Evgenii Genov , Julian Ruddick , Christoph Bergmeir , Majid Vafaeipour , Thierry Coosemans , Salvador Garcia , Maarten Messagie

With increasing popularity of media enabled hand-helds and their integration with the in-vehicle entertainment systems, the need for high data-rate services for mobile users on the go is evident. This ever-increasing demand of data is…

Networking and Internet Architecture · Computer Science 2016-11-15 Zizhan Zheng , Zhixue Lu , Prasun Sinha , Santosh Kumar

The ability to make optimal decisions under uncertainty remains important across a variety of disciplines from portfolio management to power engineering. This generally implies applying some safety margins on uncertain parameters that may…

Systems and Control · Electrical Eng. & Systems 2020-03-05 Matt Roveto , Robert Mieth , Yury Dvorkin

The demand for a particular product or service is typically associated with different uncertainties that can make them volatile and challenging to predict. Demand unpredictability is one of the managers' concerns in the supply chain that…

Applications · Statistics 2019-10-01 Mahdi Abolghasemi , Richard Gerlach , Garth Tarr , Eric Beh

We consider option pricing using a discrete-time Markov switching stochastic volatility with co-jump model, which can model volatility clustering and varying mean-reversion speeds of volatility. For pricing European options, we develop a…

Pricing of Securities · Quantitative Finance 2020-06-29 Michael C. Fu , Bingqing Li , Rongwen Wu , Tianqi Zhang

The variability and intermittency of renewable energy sources pose several challenges for power systems operations, including energy curtailment and price volatility. In power systems with considerable renewable sources, co-variability in…

Systems and Control · Electrical Eng. & Systems 2023-07-21 Elnaz Kabir , Vivek Srikrishnan , M. Vivienne Liu , Scott Steinschneider , C. Lindsay Anderson

Conditionally automated driving systems require human drivers to disengage from non-driving-related activities and resume vehicle control within limited time budgets when encountering scenarios beyond system capabilities. Ensuring safe and…

Human-Computer Interaction · Computer Science 2025-07-31 Kexin Liang , Simeon C. Calvert , J. W. C. van Lint

By adapting bus routes to users' requests, Demand-Responsive Transit (DRT) can serve low-demand areas more efficiently than conventional fixed-line buses. However, a main barrier to its adoption of DRT is its unpredictability, i.e., it is…

Physics and Society · Physics 2024-11-20 Pierfrancesco Leonardi , Vincenza Torrisi , Andrea Araldo , Matteo Ignaccolo

Same-day delivery for e-commerce has become a popular service. Companies usually offer several time delivery options with the earliest one being next hour delivery. Due to tight delivery deadlines and thin margins, companies often find it…

Optimization and Control · Mathematics 2019-12-09 Anatolii Prokhorchuk , Justin Dauwels , Patrick Jaillet

We study the traffic patterns as well as the charging patterns of a population of cost-minimizing EV owners traveling and charging within a transportation network equipped with fast charging stations (FCSs). Specifically, we study how the…

Systems and Control · Computer Science 2020-09-17 Ahmadreza Moradipari , Nathaniel Tucker , Mahnoosh Alizadeh