The Madden–Julian Oscillation (MJO), as a key driver of global weather and climate anomalies, is an important source of subseasonal predictability. However, most climate models still struggle to ...

This paper examines a set of value-at-risk (VaR) models and their ability to appropriately describe and capture price-change risk in the European energy market. We make in-sample, one-day-ahead VaR ...

The stochastic root-finding problem is that of finding a zero of a vector-valued function known only through a stochastic simulation. The simulation-optimization problem is that of locating a ...

Sensors in automotive designs are used in a wide range of applications from measuring the pressure of gas tank vapor and exhaust to tracking magnetics for gear tooth and valve position. Regardless of ...