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As the energy market has grown in importance in recent decades, researchers have paid increasing attention to swing option contracts. Early studies evaluated the swing contract as if it were a financial derivative contract, by ignoring its storage constraints. Aided by recent advances in...
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A new algorithm for calibrating agent-based models is proposed, which employs a popular gradient boosting framework …
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coordinate descent, the alternating direction method of multipliers, the proximal gradient method and the Dykstra's algorithm …
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