5 citations · 7 across the 3 of their papers we have counts for
3 papers
q-fin.RM2025
Stabilising Lifetime PD Models under Forecast Uncertainty
Vahab Rostampour
Estimating lifetime probabilities of default (PDs) under IFRS~9 and CECL requires projecting point--in--time transition matrices over multiple years. A persistent weakness is that…
math.OC2017★ 2 cited
Distributed Stochastic Model Predictive Control for Large-Scale Linear Systems with Private and Common Uncertainty Sources
V. Rostampour, T. Keviczky
This paper presents a distributed stochastic model predictive control (SMPC) approach for large-scale linear systems with private and common uncertainties in a plug-and-play framew…
math.OC2016★ 5 cited
Probabilistic Energy Management for Building Climate Comfort in Smart Thermal Grids with Seasonal Storage Systems
V. Rostampour, T. Keviczky
This paper presents an energy management framework for building climate comfort (BCC) systems interconnected in a grid via aquifer thermal energy storage (ATES) systems in the pres…