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Dean Fantazzini
In this paper, we analyzed a dataset of over 2000 crypto-assets to assess their credit risk by computing their probability of death using the daily range. Unlike conventional low-frequency volatility models that only utilize close-to-close prices, the da...
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Ning Jin, Linlin Song, Gabriel Jing Huang and Ke Yan
Residential electricity consumption forecasting plays a crucial role in the rational allocation of resources reducing energy waste and enhancing the grid-connected operation of power systems. Probabilistic forecasting can provide more comprehensive infor...
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Weijie Zhang, Kai Feng, Fei Wang, Wenjun Wang, Zezhong Zhang, Yingying Wang and Shengzhi Huang
Meteorological drought is a continuous spatiotemporal phenomenon that poses a serious threat to water resource security. Dynamic evolution and multivariable frequency analysis of meteorological drought are important for effective drought mitigation and r...
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Yulong Liu, Shuxian Liu and Juepu Chen
Accurate precipitation forecasting is of great significance to social life and economic activities. Due to the influence of various factors such as topography, climate, and altitude, the precipitation in semi-arid and arid areas shows the characteristics...
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Chul-Gyum Kim, Jeongwoo Lee, Jeong Eun Lee and Hyeonjun Kim
This study examines the long-term climate predictability in the Seomjin River basin using statistical methods, and explores the effects of incorporating the duration of climate indices as predictors. A multiple linear regression model is employed, utiliz...
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