Stochastic dynamical systems arise in many scientific fields, such as asset prices in financial markets, neural activity in ...

This is a preview. Log in through your library . Abstract (1) Spatial processes in an acarine predator-prey system were simulated by a stochastic population model. (2) The model describes interactions ...

Erkyihun S.T., E Zagona, B. Rajagopalan, (2017). “Wavelet and Hidden Markov-Based Stochastic Simulation Methods Comparison on Colorado River Streamflow,” Journal of Hydrologic Engineering 2017, 22(9): ...

This is a preview. Log in through your library . Abstract We propose a continuous-time stochastic model for the dynamics of a limit order book. The model strikes a balance between three desirable ...

We present a stochastic simulation model for estimating forward-looking corporate probability of default and loss given default. We formulate the model in a discrete time frame, apply ...

Statistics, and real analysis at the undergraduate engineering or mathematics level; graduate level probability and stochastic processes (IEMS 460-1); computer programming in Python; graduate standing ...

This course is compulsory on the MSc in Operations Research & Analytics. This course is not available as an outside option to students on other programmes. The course covers theory including the ...

This paper documents the specification of a model that was constructed to assess debt sustainability in emerging market economies. Key features of the model include external and fiscal sectors, which ...