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Modeling chemical reaction systems is an important but complex task. The identified kinetic model must be able to explain all the underlying rate processes such as chemical reactions and heat and mass transfers. Traditionally, the modeling task is carried ...
The adoption of the best available estimate for the stator Leakage reactance is the first step in several equivalent circuit of synchronous machine parameter estimation. However, there is no specific test for its direct measurement. This paper presents a s ...
The Santis Tower was instrumented in May 2010 and, to this date, more than 400 flashes were successfully recorded. Lightning current waveforms and their time-derivatives are measured at two different heights along the tower (24-m and 82-m AGL). In this pap ...
I present a tractable framework, first developed in Trolle and Schwartz (2009), for pricing energy derivatives in the presence of unspanned stochastic volatility. Among the model features are i) a perfect fit to the initial futures term structure, ii) a fa ...
In recent years, several papers contributed to the development and clarification of key theoretical issues underlying the formulation of transport by travel time distributions in catchments. Such a formulation provides a robust description of the temporal ...
We develop an econometric method to detect "abnormal trades" in option markets, i.e., trades which are not driven by liquidity motives. Abnormal trades are characterized by unusually large increments in open interest, trading volume, and option returns, an ...
Portfolio optimization problems involving value at risk (VaR) are often computationally intractable and require complete information about the return distribution of the portfolio constituents, which is rarely available in practice. These difficulties are ...
Optimizing collective behavior in multiagent systems requires algorithms to find not only appropriate individual behaviors but also a suitable composition of agents within a team. Over the last two decades, evolutionary methods have been shown to be a prom ...
Institute of Electrical and Electronics Engineers2013
This article uses graph theory to provide novel evidence regarding market integration, a favorable condition for systemic risk to appear in. Relying on daily futures returns covering a 12-year period, we examine cross- and inter-market linkages, both withi ...
In this contribution I summarize our research on the formation of nanoparticles embedded in a-SiO2-x matrices. In particular, I focus on the Si diffusion in SiO2-x matrices, and amorphous-to-crystalline phase transition in Si nanoparticles embedded in SiO2 ...