Default And Systemic Risk In Equilibrium

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Equilibria in Network Constrained Energy Markets

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We study an energy market composed of producers who compete to supply energy to different markets and want to maximize their profits. The energy market is modeled by a graph representing a constrained power network where nodes represent the markets and lin ...

Elsevier2023

Surrogate modelling for seismic collapse risk assessment of steel moment resisting frames

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With the overall goal of reducing the numerical burden of uncertainty quantification involved in seismic risk assessments, this paper examines opportunities for assessment of seismic collapse capacity and risk using data-driven surrogates as a complement t ...

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Greening the Swiss National Bank's Portfolio

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Central banks are increasingly concerned about climate-related risks and want to ensure that the financial system is resilient to them. As they integrate these risks into financial stability monitoring, they also discuss how to apply environmental criteria ...

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Dynamic pulse scheduling in ASDEX Upgrade: Disruption avoidance and investigation of the H-Mode density limit

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Operation of a tokamak device requires the coordinated operation of a multitude of systems. The sequence of operations during a discharge is both too complex and fast for human interaction. A common way of operation is a predefined sequence of operations w ...

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Challenging the Assumptions: Rethinking Privacy, Bias, and Security in Machine Learning

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Predictive models based on machine learning (ML) offer a compelling promise: bringing clarity and structure to complex natural and social environments. However, the use of ML poses substantial risks related to the privacy of their training data as well as ...

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Associations of genetic and infectious risk factors with coronary heart disease

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Coronary heart disease (CHD) is one of the most pressing health problems of our time and a major cause of preventable death. CHD results from complex interactions between genetic and environmental factors. Using multiplex serological testing for persistent ...

eLIFE SCIENCES PUBL LTD2023

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