P. W. Haas

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This paper proposes the combination of trust region methods and sequential-orthogonal techniques in order to devise globally convergent state estimators. The general nonlinear least squares problem in the context of power system state estimation is formulated so as to include inequality constraints which model the trust region. It is shown that the required(More)
A credit risk model for determining aggregated portfolio losses is suggested. Beside the common macrostructural dependencies between asset and recovery value, we incorporate possible inter-firm relations among the obligors of the portfolio. Through this channel we also establish related default probabilities and correlation between probability of default(More)
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