A flexible method is introduced to model the structure of a covariance matrix C and study the dependence of the covariances on explanatory variables by observing that for any real symmetric matrix A, ...

This study proposes a novel Mixed Integer Linear Programming (MILP) model for optimal management of Battery Energy Storage System (BESS) plants integrated with a realtime cycle counting algorithm ...

Based on conformal symmetry we propose an exact formula for the four-point connectivities of Fortuin-Kasteleyn clusters in the critical Ising model when the four points are anchored to the boundary.

Luc Bauwens, Pierre Giot, The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks, Annales d'Économie et de Statistique, No. 60, Microstructure des marchés ...