2 papers
stat.AP2026
Tail Dependence in EU Carbon Markets: Graphical Models of Extremes for EUA Futures
Jan Maciejowski, Manuele Leonelli
Understanding how extreme price movements propagate across financial and energy markets is critical for risk management and regulatory design in the EU Emissions Trading System (EU…
math.OC2017
Lazily Adapted Constant Kinky Inference for Nonparametric Regression and Model-Reference Adaptive Control
Jan-Peter Calliess
Techniques known as Nonlinear Set Membership prediction, Lipschitz Interpolation or Kinky Inference are approaches to machine learning that utilise presupposed Lipschitz properties…