Results 91 to 100 of about 241,122 (289)

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Application of Hidden Markov Model in Forecasting New Cases of Tuberculosis in Hamadan Province Based on the Recorded Cases during 2006-2016

مجله اپیدمیولوژی ایران, 2018
Background and Objectives: Tuberculosis is a chronic bacterial disease and a major cause of morbidity and mortality. It is caused by a Mycobacterium tuberculosis.
M Safari, M Sadeghifar, GH Roshanaei, A Zahiri   +3 more
doaj  

Markov Observation Models and Deepfakes

Mathematics
Herein, expanded Hidden Markov Models (HMMs) are considered as potential deepfake generation and detection tools. The most specific model is the HMM, while the most general is the pairwise Markov chain (PMC). In between, the Markov observation model (MOM)
Michael A. Kouritzin
doaj   +1 more source

Log-Viterbi algorithm applied on second-order hidden Markov model for human activity recognition

International Journal of Distributed Sensor Networks, 2018
Recognition of human activities is getting into the limelight among researchers in the field of pervasive computing, ambient intelligence, robotic, and monitoring such as assistive living, elderly care, and health care.
Yang Sung-Hyun, Keshav Thapa, M Humayun Kabir, Lee Hee-Chan   +3 more
doaj   +1 more source

Epitope Discovery with Phylogenetic Hidden Markov Models [PDF]

, 2010
Miguel Lacerda, Konrad Scheffler, Cathal Seoighe   +2 more
openalex   +1 more source

A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley   +1 more source

Detecting Changes in User Preferences using Hidden Markov Models for Sequential Recommendation Tasks [PDF]

, 2018
Farzad Eskandanian, Bamshad Mobasher
openalex   +1 more source

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, EarlyView.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +1 more source

Convolutional Neural Networks Grid Search Optimizer Based Brain Tumor Detection

International Transactions on Electrical Engineering and Computer Science, 2023
The brain tissues segmented by MRI and CT provide a more accurate viewpoint on diagnosing various brain illnesses. Many different segmentation approaches may be used to brain MRI images.
Pushpak Kurella
doaj  

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