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Scientific Research Publishing

Machine Learning for Financial Risk Management: Modeling Time-Varying Factor Sensitivities Using Factor Variational Autoencoders ()

Accurate measurement of time-varying systematic risk exposures is essential for robust financial risk management.
IEEE

Flux Saturation Model Using Arctangent and Logarithm Functions Considering the Flux Characteristics of Synchronous Reluctance Machines

Abstract: This paper describes a flux saturation model expressing the current and flux relationship. The flux saturation model includes a self-saturation term and a cross-saturation term. The flux ...