Results 91 to 100 of about 203,293 (263)
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 +2 more
wiley +1 more source
Ingeniare: Revista Chilena de Ingeniería, 2007 Este trabajo da a conocer el sistema de desarrollo de software para el diseño y manipulación de modelos ocultos de Markov, denominado HTK. Actualmente, la técnica de modelos ocultos de Markov es la herramienta más efectiva para implementar sistemas ...
Roberto Carrillo Aguilar
doaj
Introducing Busy Customer Portfolio Using Hidden Markov Model [PDF]
Iranian Journal of Management Studies, 2011 Due to the effective role of Markov models in customer relationship management (CRM), there is a lack of comprehensive literature review which contains all related literatures.
Sepideh Emam, Abdollah Aaghaie
doaj
Map representation using hidden markov models for mobile robot localization
MATEC Web of Conferences, 2018 This paper describes a map representation and localization system for a mobile robot based on Hidden Markov Models. These models are used not only to find a region where a mobile robot is, but also they find the orientation that it has.
Savage Jesus +3 more
doaj +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
Stochastic Collapsed Variational Inference for Sequential Data
, 2015 Stochastic variational inference for collapsed models has recently been successfully applied to large scale topic modelling. In this paper, we propose a stochastic collapsed variational inference algorithm in the sequential data setting. Our algorithm is
Blunsom, Phil, Wang, Pengyu
core
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 +3 more
wiley +1 more source
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
MathematicsRegime switching models have been widely studied for their ability to capture the dynamic behavior of time series data and are widely used in economic and financial data analysis.
Zhenni Tan, Yuehua Wu
doaj +1 more source
Modelling reassurances of clinicians with hidden Markov models
BMC Medical Research Methodology, 2019 Background A key element in the interaction between clinicians and patients with cancer is reassurance giving. Learning about the stochastic nature of reassurances as well as making inferential statements about the influence of covariates such as patient
Valentin Popov +2 more
doaj +1 more source