Value at Risk (VaR) is a popular measure for quantifying the market risk that a financial institution faces into a single number. Due to the complexity of financial markets, the risks associated with a portfolio may vary over time. For accurate VaR estimation, it is necessary to have flexible methods that adapt to the underlying data distribution. In this paper, we consider VaR estimation by us...

This paper deals with the calculation of the motion and the administration of the contacts for systems with many colliding bodies of round shape and possibly large size-differences. Both two dimensional (2D) and three dimensional (3D) cases are investigated, while the efficiency of the employed algorithms is compared. For the integration of the equations of motion, standard methods are used, bu...

In mobile communication systems, the received signal power varies due to fading, shadowing and path loss, resulting in the transmission performance degradation. Transmit antenna diversity is a promising technique to improve the transmission performance. For the downlink transmission, the outage probability in a service area can be improved by distributing the transmit antennas over the service ...

evaluating the implemented sprinkler irrigation systems, made it possible to determine these systems level of success; and presented practical solutions to improve the efficiency of these systems and offered suggestions for future systems. the main objective of this study was to evaluate the status and performance of the implemented center pivot systems in the study area. in this study, 5 cente...

To minimize power losses, it is important to determine the location and size of local generators to be placed in unbalanced power distribution systems. On account of some inherent features of unbalanced distribution systems, such as radial structure, large number of nodes, a wide range of X/R ratios, the conventional techniques developed for the transmission systems generally fail on the determ...

the paper tries to present an improved mathematical model for distribution companies (discos) in order to solve distribution network expansion planning (dnep) problems in the presence of certain resources of distributed generations (dgs) entitled small scale gas engines in the medium voltage grids. with the aim of minimizing investment and operation costs, the recommended model combines a compr...

This paper presents a new method to solve the network reconfiguration problem. The uncertainty of system loads on different feeders which vary from time to time makes the distribution system operation and its control more complex. For a fixed network configuration power loss is not minimum in a distributed network. Hence, there is a necessity for reconfiguration of the network. Network reconfig...

distributed generations (dgs) are utilized to supply the active and reactive power in the transmission and distribution systems. these types of power sources have many benefits such as power quality enhancement, voltage deviation reduction, power loss reduction, load shedding reduction, reliability improvement, etc. in order to reach the above benefits, the optimal placement and sizing of dg is...

the analysis of flow in water-distribution networks with several pumps by the content model may be turned into a non-convex optimization uncertain problem with multiple solutions. newton-based methods such as gga are not able to capture a global optimum in these situations. on the other hand, evolutionary methods designed to use the population of individuals may find a global solution even for ...