Discover how probability distribution methods can help predict stock market returns and improve investment decisions. Learn ...

Thefrantic calls from friends and clients are familiar during times of market stress. “Where will the market open?” “Should I ...

Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.

ABSTRACT: Heavy rains and floods are long considered critical societal concerns due to adverse effects on society, environment, and economies. The best appropriate identification for rainfall ...

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 ...

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.

If you work in solar you are destined to hear or come across the term P50 or P90 or P99. This, at first, is a very confusing concept. The ‘P’ stands for Probability and the number trailing it is the ...

Signals composed of a sum of sinusoids are often used when testing components and systems. The peak-to-RMS value of the sum stresses the dynamic range of the component or system, thus correcting a ...

ABSTRACT: In order to introduce left and right truncated versions of the modified lognormal with a power-law distribution, we derive its probability density function, its distribution function, its ...