This paper introduces an application of financial risk management methods to the deregulated
electricity markets. A framework for the Monte Carlo performance simulation of a power …

We study optimal bank capital choice as a dynamic trade‐off between the opportunity cost of
equity, the loss of franchise value following a regulatory minimum capital violation, and the …

In 2019/2020, the emergence of coronavirus disease 2019 (COVID‐19) resulted in rapid
increases in infection rates as well as patient mortality. Treatment options addressing COVID‐…

We consider optimal consumption and portfolio investment problems of an investor who is
interested in maximizing his utilities from consumption and terminal wealth subject to a …

Modeling dynamic scenes is important for many applications such as virtual reality and
telepresence. Despite achieving unprecedented fidelity for novel view synthesis in dynamic …

We introduce HOSNeRF, a novel 360deg free-viewpoint rendering method that reconstructs
neural radiance fields for dynamic human-object-scene from a single monocular in-the-wild …

Should firms in developed economies work with more or fewer suppliers than firms in
developing economies? More generally, how does the number of suppliers for a firm depend on …

Existing methods of privacy-preserving action recognition (PPAR) mainly focus on frame-level
(spatial) privacy removal through 2D CNNs. Unfortunately, they have two major drawbacks…

We consider the pricing of electricity swing options that hedge the electricity price risk and
also partly the risks in the option owner’s load pattern. The swing derivative sets boundaries …

The 1927 SIR contagion model assumes an infection passes in random pairwise meetings,
and derives a linear dynamical system. We propose and test a log-linear modification that …