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Implementing a stochastic model for oil futures prices
(ELSEVIER SCIENCE BV, 2003)
This paper develops a parsimonious three-factor model of the term structure of oil futures prices that can be easily estimated from available futures price data. In addition, it proposes a new simple spreadsheet implementation ...
Effect of Crack Patterns on the Stress Distribution of Hard Chromium Coatings under Sliding Contact: Stochastic Modeling Approach
(American Society of Mechanical Engineers, 2017-06)
In this work, the influence of different crack arrangements in the stress distribution of hard chromium (HC) coatings was determined. Three parameters for position and length of the cracks for two different types of coatings ...
Quasi-Maximum Likelihood Estimation of Long-Memory Stochastic Volatility ModelsQuasi-Maximum Likelihood Estimation of Long-Memory Stochastic Volatility Models
(Sociedade Brasileira de Econometria, 2007)
Optimal Reactive Power Planning Using Two-Stage Stochastic Chance-Constrained Programming
(Ieee, 2013-01-01)
In this paper, the optimal reactive power planning considering uncertainty is presented. The classical deterministic mixed-integer nonlinear model is expanded into two-stage stochastic model with chance-constraint. This ...
Optimal reactive power planning using two-stage stochastic chance-constrained programming
(2013-12-27)
In this paper, the optimal reactive power planning considering uncertainty is presented. The classical deterministic mixed-integer nonlinear model is expanded into two-stage stochastic model with chance-constraint. This ...
LIMIT THEOREMS FOR A GENERAL STOCHASTIC RUMOUR MODEL
(SIAM PUBLICATIONS, 2011)
We study a general stochastic rumour model in which an ignorant individual has a certain probability of becoming a stifler immediately upon hearing the rumour. We refer to this special kind of stifler as an uninterested ...
Stochastic open-pit mine production scheduling: A case study of an iron deposit
(MDPI, 2020)
Production planning decisions in the mining industry are affected by geological, geometallurgical, economic and operational information. However, the traditional approach to address this problem often relies on simplified ...