相关论文: The prices of renewable commodities: A robust stat…

Due to the diffusion of IoT, modern software systems are often thought to control and coordinate smart devices in order to manage assets and resources, and to guarantee efficient behaviours. For this class of systems, which interact…

We propose a state-space model (SSM) for commodity prices that combines the competitive storage model with a stochastic trend. This approach fits into the economic rationality of storage decisions, and adds to previous deterministic trend…

We investigate the stability properties of two different classes of metabolic cycles using a combination of analytical and computational methods. Using principles from structural kinetic modeling (SKM), we show that the stability of…

In highly renewable power systems the increased weather dependence can result in new resilience challenges, such as renewable energy droughts, or a lack of sufficient renewable generation at times of high demand. The weather conditions…

This paper develops a process-based account of scientific explanation that reconceives grounding in terms of stabilisation. Grounding theories capture hierarchical dependence but lack criteria for when explanations remain adequate under…

The impact of trades on asset prices is a crucial aspect of market dynamics for academics, regulators and practitioners alike. Recently, universal and highly nonlinear master curves were observed for price impacts aggregated on all…

Economic theory implies strong limitations on what types of consumption behavior are considered rational. Rationality implies that the Slutsky matrix, which captures the substitution effects of compensated price changes on demand for…

A brief review is presented of the stability domain of three- and four-charge ground-states when the constituent masses vary. Rigorous results are presented, based on the scaling behavior and the convexity properties deduced from the…

This paper evaluates market equilibrium under different pricing mechanisms in a two-settlement 100%-renewables electricity market. Given general probability distributions of renewable energy, we establish game-theoretical models to analyze…

Renewable energy has attracted significant attention over the last decade, conceivably due to its environmental benefits and the recent drops in the development and deployment cost of the technology. The increase in renewable generation,…

The robust option pricing problem is to find upper and lower bounds on fair prices of financial claims using only the most minimal assumptions. It contrasts with the classical, model-based approach and gained prominence in the wake of the…

We present an extension to the robust phase estimation protocol, which can identify incorrect results that would otherwise lie outside the expected statistical range. Robust phase estimation is increasingly a method of choice for…

In modern power systems, the operating point, at which the demand and supply are balanced, may take different values due to changes in loads and renewable generation levels. Understanding the dynamics of stressed power systems with a range…

The transformation of the energy system has raised concerns about the reliability of fully renewable energy systems. We address this question for a 2050 European energy system using an economically optimal adequacy assessment. Our results…

We regard pre-trained residual networks (ResNets) as nonlinear systems and use linearization, a common method used in the qualitative analysis of nonlinear systems, to understand the behavior of the networks under small perturbations of the…

In this paper, we focus on quantifying model stability as a function of random seed by investigating the effects of the induced randomness on model performance and the robustness of the model in general. We specifically perform a controlled…

Empirical modelling often aims for the simplest model consistent with the data. A new technique is presented which quantifies the consistency of the model dynamics as a function of location in state space. As is well-known, traditional…

We study the non relativistic motions of a charged particle in the electromagnetic field generated by two parallel electrically neutral vertical wires carrying time depends currents. Under quantitative conditions on the currents we prove…

The literature shows the possible existence of a problem called collinearity in both Nelson-Siegel and Nelson-Siegel-Svensson models due to the relationship between the slope and curvature components. The presence of this problem and the…

Within the framework of the hypothesis offered by authors about a complex-valued nature of physical quantities the stability of basic equations of the classical physics concerning complex-valued perturbations of parameters and boundary…