Monte Carlo Analysis for Investment Risk Assessment

Discover how Monte Carlo analysis helps investors assess risk and make informed decisions. Explore its role in generating ...
IEEE

Short-Term Market Operations of Interconnected Local Energy Communities under Multivariate Uncertainty Dependencies in Distribution Systems

Abstract: Increasing uncertainty and variability of distributed energy resources can have a significant impact on economic operations and market transactions in local energy communities (LECs). This ...
IEEE

MI-NDT: Multiscale Iterative Normal Distribution Transform for Registering Large-Scale Outdoor Scans

Abstract: Point cloud registration is crucial for various applications such as robotics and urban planning, yet it remains challenging due to issues such as noise, variable resolutions, and ...
Scientific Research Publishing

Genz, A., Bretz, F., Miwa, T., Mi, X., Leisch, F., Scheipl, F., Bornkamp, B., Maechler, M. and Hothorn, T. (2025) MVTNORM: Multivariate Normal and t Distributions (Version 1.3-3).

ABSTRACT: This article has two objectives. The first is to develop an R script that performs Mardia’s K2 test for assessing multivariate normality (MVN), using both its original asymptotic formulation ...
GitHub

Fast evaluation of multivariate normal distributions

This package provides a fast way to evaluate the pdf and cdf of a standardized multivariate normal distribution. Currently, it only contains code for the bivariate normal distribution. The ...