A matrix-based VaR model for risk identification in power supply networks (Q646223)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A matrix-based VaR model for risk identification in power supply networks |
scientific article; zbMATH DE number 5970951
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A matrix-based VaR model for risk identification in power supply networks |
scientific article; zbMATH DE number 5970951 |
Statements
A matrix-based VaR model for risk identification in power supply networks (English)
0 references
11 November 2011
0 references
\texttt{MATLAB}
0 references
risk management
0 references
value-at-risk
0 references
singular value decomposition
0 references
sparsity matrix
0 references
0.7498440742492676
0 references
0.6901549100875854
0 references
0.6865785717964172
0 references
0.6697067618370056
0 references
