With the implementation of the carbon peaking and carbon neutrality strategy, China's
heating system has witnessed various transformative trends, including source-network-load …

Theories of interpreting polymer physics and rheology at the molecular level from
experiments, including small-angle scattering, typically rely on the assumption that polymer …

This paper introduces the effect of the crossed products of Hermite polynomials on Gram-
Charlier densities. This allows capturing the impact of the interaction between skewness and …

The minimum error entropy (MEE) criterion finds extensive utility across diverse applications,
particularly in contexts characterized by non-Gaussian noise. However, its computational …

In this paper we analyze a method for approximating the first-passage time density and the
corresponding distribution function for a CIR process. This approximation is obtained by …

Electricity production in highly hydrological‐dependent systems is determined by different
weather phenomena, which strongly impact spot prices. To account for such stylized facts …

Density estimation plays an important and fundamental role in finance, pattern recognition,
machine learning, and statistics. Based on derivatives of a Gaussian density, a Gram …

Purpose: One of the well-known stylized facts of the distribution of asset returns is the pattern
of skewness and kurtosis. Previous research has shown that financial crises and …

This paper introduces a new risk measure for portfolio choice and compares its performance
with two related metrics, namely the behavioral variance and the modified variance by using …

A wide range of fundamental and applied problems requires a detailed description of the
statistics of abnormal sea waves (freak waves or rouge waves). These waves are …