Abstract: The component aging has become a significant concern worldwide, and the frequent failures pose a serious threat to the reliability of modern power systems. In light of this issue, this paper ...

Welcome to the quant-risk-engine! This open-source tool helps you manage risks and pricing for your portfolios and derivatives. With features like Monte Carlo simulations and Value at Risk (VaR) tools ...

Enhance your skills in energy statistical analysis with our expanded three-day workshop. Dive deep into crucial topics like risk quantification and pricing models using practical exercises in Excel.

Abstract: The main focus of this study is to replicate the attenuation characteristics of some polymers through the utilization of a Monte Carlo program known as the Particle and Heavy Ion Transport ...

This repository contains experiment that implements Bayesian Optimization (BO) techniques for Conditional Value-at-Risk (CVaR)-based portfolio optimization, inspired by the research paper "Bayesian ...

It’s Notre Dame at Miami. A top ten matchup in Week One on a Sunday night. Naturally, all the predictions are piling in. You have Paul Finebaum, and, of course, ESPN’s advanced metrics also made a ...