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We present an analytical solution for the connectivity of a network model with a "non-simultaneous" linking scheme. Despite its simplicity, this model exhibits node-space correlations in the link distribution, and anomalous fluctuations behavior of the time series of the connectivity variable,...
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This paper analyzes the impact of model complexity on the net present value distribution and the expected default probability of equity investments in project finance. Model complexity is analyzed along two dimensions: simulation complexity and forecast complexity. We aim to identify model...
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fundamental concept of extreme value theory. More precisely, the paper formulates a stochastic model and establishes the …
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