Zobrazeno 1 - 10
of 212
pro vyhledávání: '"Amini Hamed"'
Publikováno v:
E3S Web of Conferences, Vol 562, p 11001 (2024)
When developing digital twins for buildings, the calibration of simulation models on an hourly basis is essential to maintain the fidelity of the virtual representation and to enable real-time monitoring and analysis in the operational phase. Achievi
Externí odkaz:
https://doaj.org/article/c7a91f50c3ad4461bae2c805048a1ae7
In this paper, we consider a system of heterogeneously interacting quantum particles subject to indirect continuous measurement. The interaction is assumed to be of the mean-field type. We derive a new limiting quantum graphon system, prove the well-
Externí odkaz:
http://arxiv.org/abs/2405.07389
This paper presents a novel model for bivariate stochastic fluid processes that incorporate a ruin-dependent behavioral switch. Unlike typical models that assume a shared underlying process, our model allows each process to operate independently unti
Externí odkaz:
http://arxiv.org/abs/2307.16567
Financial contagion has been widely recognized as a fundamental risk to the financial system. Particularly potent is price-mediated contagion, wherein forced liquidations by firms depress asset prices and propagate financial stress, enabling crises t
Externí odkaz:
http://arxiv.org/abs/2307.14322
Prediction markets allow traders to bet on potential future outcomes. These markets exist for weather, political, sports, and economic forecasting. Within this work we consider a decentralized framework for prediction markets using automated market m
Externí odkaz:
http://arxiv.org/abs/2307.08768
We endow the classical stochastic fluid process with a duration-dependent Markovian arrival process (DMArP). We show that this provides a flexible model for the revenue of a solar energy generator. In particular, it allows for heavy-tailed interarriv
Externí odkaz:
http://arxiv.org/abs/2304.06185
We study continuous stochastic games with inhomogeneous mean field interactions on large networks and explore their graphon limits. We consider a model with a continuum of players, where each player's dynamics involve not only mean field interactions
Externí odkaz:
http://arxiv.org/abs/2304.04112
We study multidimensional Cram\'er-Lundberg risk processes where agents, located on a large sparse network, receive losses form their neighbors. To reduce the dimensionality of the problem, we introduce classification of agents according to an arbitr
Externí odkaz:
http://arxiv.org/abs/2302.06668
Publikováno v:
In Automation in Construction September 2024 165
In this paper, we construct a decentralized clearing mechanism which endogenously and automatically provides a claims resolution procedure. This mechanism can be used to clear a network of obligations through blockchain. In particular, we investigate
Externí odkaz:
http://arxiv.org/abs/2109.00446