Results 131 to 140 of about 144,876 (334)

GenMarkov: Modeling Generalized Multivariate Markov Chains in R

The R Journal
This article proposes a new generalization of the Multivariate Markov Chains (MMC) model. The future values of a Markov chain commonly depend on only the past values of the chain in an autoregressive fashion. The generalization proposed in this work also considers exogenous variables that can be deterministic or stochastic.
Vasconcelos, Carolina, Damásio, Bruno
openaire   +3 more sources

Analysing the Drivers of Cropland Footprint in Leading Agricultural Nations: Evidence From MMQR Approach

Geological Journal, EarlyView.
ABSTRACT Climate change represents the biggest current challenge for us and for future generations. Its impact on agriculture is undeniable, considering the food security goal. Thus, the cropland footprint has been distinguished as a comprehensive index for assessing the impact of environmental changes in agricultural areas determined by the increased ...
Ibrahim Cutcu, Magdalena Radulescu
wiley   +1 more source

Bibliography on Markov chains with a general state space [PDF]

, 1976
Zbyněk Šidák
openalex   +1 more source

Generalized divergence measures for Markov chains

, 2017
Divergence measures are of great importance in statistical inference as well as their limiting versions, known as divergence rates. In this presentation we focus on generalized divergence measures for Markov chains. We consider generalizations of Alpha divergence measure Amari and Nagaoka, 2000 and Beta divergence measures Basu et.
Barbu, V., Karagrigoriou, A., Preda, V.
openaire   +2 more sources

Risk Transmission and Co‐Movements Between Financial Markets and Commodity Markets in the COVID‐19 Period

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines risk transmission and co‐movements between financial markets (G7 countries and China) and commodity markets (gold and oil) during the COVID‐19 crisis. Daily closing prices for major equity indices (CAC40, CSI300, DAX30, FTSE100, MIB, NIKKEI, TSX and S&P500) and futures prices for gold, brent and WTI were analysed using DCC ...
V. Moutinho, H. Oliveira, M. Neves, J. Monteiro   +3 more
wiley   +1 more source

$R$-Theory for Markov Chains on a General State Space II: $r$-Subinvariant Measures for $r$-Transient Chains [PDF]

, 1974
Richard L. Tweedie
openalex   +1 more source

Technological Evolution in Fintech: A Decadal Scientometric and Systematic Review of Developments and Criticisms

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study aims to classify pivotal fintech innovations and explore the prospects and pitfalls associated with emerging fintech services extensively discussed in the literature. We conducted a multistage systematic review of research published on fintech over the past decade from a technological perspective. Using the Preferred Reporting Items
Muhammad Imran Qureshi, Nohman Khan
wiley   +1 more source

Intersection Conductance and Canonical Alternating Paths: Methods for General Finite Markov Chains [PDF]

, 2014
Ravi Montenegro
openalex   +1 more source

Strict Kantorovich contractions for Markov chains and Euler schemes with general noise [PDF]

, 2021
Lu‐Jing Huang, Mateusz B. Majka, Jian Wang   +2 more
openalex   +1 more source

Industry Portfolio Volatility Connections and Industry Portfolio Returns

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper tracks dynamic connections that form among daily US industry portfolio return volatilities using a Bayesian time‐varying parameter VAR model. Market participants often focus on sectors to filter vast amounts of information, and this focus results in cross‐industry return predictability. We characterise connections that form over the
Michael Ellington, Michalis Stamatogiannis, Yawen Zheng   +2 more
wiley   +1 more source