Abstract: This paper presents a novel method for power system reliability studies that combines graph neural networks with reinforcement learning. Monte Carlo methods are the backbone of probabilistic ...
Monte Carlo simulation of 10,000 paths shows 60% of scenarios place XRP between $1.04 and $3.40 by December 2026. The median outcome is $1.88 while only 10% of scenarios exceed $5.90. Downside tail ...
Horizontal runout distance prediction of potential landslides is of great significance in hazard mitigation.In this study, predictive charts of landslide horizontal runout distance were developed ...
Repeated convolution and truncation of a truncated fat-tailed distribution, instead of Monte Carlo simulation, for pricing a discrete, simple barrier option is presented. The parameters for the ...
Creative Commons (CC): This is a Creative Commons license. Attribution (BY): Credit must be given to the creator. This paper presents ZacrosTools, a free and open-source Python library designed to ...
Abstract: This study investigated the thickness effect (the influence of sample thickness variation) on the assessment of the dielectric breakdown strength in XLPE and PP insulators. A Monte Carlo ...
When I last valued uniQure in January 2024, I estimated its intrinsic worth at $33 per share, while the stock was trading in the $6 range. This implied a discount of over 80%, underscoring the ...
Generative A.I. chatbots are going down conspiratorial rabbit holes and endorsing wild, mystical belief systems. For some people, conversations with the technology can deeply distort reality. By ...
This project showcases an implementation of the Merton Jump Diffusion Model (JDM), a financial model for commonly used for forecasting equity price paths. Building upon conventional continuous-time ...
Bob’s financial advisor just ran a “Monte Carlo analysis” for him.What’s a “Monte Carlo analysis”?It’s a tool used to test how a person’s retirement savings and plan would hold up given a variety of ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results