Contributions from the sensitivity analysis of the parameters of the linear programming model for the elicitation of experts' beliefs are presented. The process allows for the calibration of the ...

Interest Rate Probability Distributions Implied by Derivatives Prices is a daily measure of the distribution of future short-term interest rates, calculated from prices of fixed-income derivatives ...

This repository contains Conditional Value-at-Risk (CVaR) portfolio optimization benchmark problems for fully general Monte Carlo distributions and derivatives portfolios. The starting point is the ...

Abstract: High renewable energy penetration into power distribution systems causes a substantial risk of exceeding voltage security limits, which needs to be accurately assessed and properly managed.

The Gaza Humanitarian Foundation (GHF) is reaching out to one of its most prominent critics in hopes of bridging the divide and finding a path to collaboration on aid distribution. On Tuesday, the ...

While some of these indices are much more attractive in terms of yield than they were over most of the past decade, none of these yields are especially attractive to those who need income. After all, ...

U.N. trucks delivering food to Gaza were stopped and looted overnight, Gaza residents and merchants said on Wednesday, hours after desperate Palestinians overran a distribution site run by a ...

The hazard produced by natural phenomena on infrastructure and urban populations has been widely studied in the last 50 years. Researchers have recognised that the real danger posed by these phenomena ...

Life is uncertain. None of us know what is going to happen. We know little of what has happened in the past or is happening now outside our immediate experience. Uncertainty has been called the ...