Systematic risk has long been a focus for stress testing and risk capital assessment. Under the Vasicek asymptotic single-risk-factor model framework, entity default risk for a risk homogeneous ...

The department Earth System Model Evaluation and Analysis plays a pioneering role in the development and application of machine learning (ML) techniques in combination with Earth observations to ...

Formal methods represent a rigorous suite of mathematical techniques designed to specify, develop and verify system models with a high degree of reliability. In system modelling, these methods provide ...

A systematic modeling study of simple air cleaners using a box fan shows these inexpensive units can greatly decrease the amount of airborne virus in these spaces, if used appropriately. Improved ...