Results 121 to 130 of about 498,137 (306)
, 2003 This paper develops a model for the forward and spot exchange rate which allows for the presence of a Markov switching risk premium in the forward market and considers the issue of testing for the unbiased forward exchange rate (UFER) hypothesis. Using
Spagnolo, F, Psaradakis, Z, Sola, M
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International Journal of Satellite Communications and Networking, EarlyView.ABSTRACT The integration of low Earth orbit (LEO) satellite constellations with commercial aircraft communication systems presents critical challenges in maintaining continuous connectivity during dynamic flight conditions. Current geostationary satellite systems suffer from high round‐trip latency (>$$ > $$ 500 ms) and inadequate coverage at high ...
Raúl Parada +4 more
wiley +1 more source
Regime Shifts in the Behaviour of International Currency and Equity Markets: A Markov-Switching Analysis. [PDF]
J Quant Econ, 2021 Dua P, Tuteja D.
europepmc +1 more source
Forecasting the Turns of German Business Cycle: Dynamic Bi-factor Model with Markov Switching [PDF]
In this paper a dynamic bi-factor model with Markov switching is proposed to measure and predict turning points of the German business cycle. It estimates simultaneously the composite leading indicator (CLI) and composite coincident indicator (CCI ...
Konstantin A. Kholodilin
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Sustainable Development, EarlyView.ABSTRACT Sustainable development transforms production systems, requiring integrated environmental, social, and economic strategies. Energy systems are key agro‐industrial supply chains in developing countries. Brazil's soybean supply chain impacts Gross Domestic Product, mainly through exports.
Aline Veronese da Silva +3 more
wiley +1 more source
Regime Tracking in Markets with Markov Switching
MathematicsThe object of the investigation is a model of the incomplete financial market. It includes a bank deposit with a known interest rate and basic risky securities.
Andrey Borisov
doaj +1 more source
The evolution of happiness pre and peri-COVID-19: A Markov Switching Dynamic Regression Model. [PDF]
PLoS One, 2021 Rossouw S, Greyling T, Adhikari T.
europepmc +1 more source
Sustainable Development, EarlyView.ABSTRACT Property rights play a crucial role in protecting natural resources by enhancing individuals' and organizations' awareness of their responsibilities. Social globalization influences environmental sustainability by shaping consumption patterns.
Tunahan Degirmenci +4 more
wiley +1 more source
Forecasting Value-at-Risk Using the Markov-Switching ARCH Model [PDF]
This paper analyzes the application of the Markov-switching ARCH model (Hamilton and Susmel, 1994) in improving value-at-risk (VaR) forecast. By considering a mixture of normal distributions with varying variances over different time and regimes, we find
Wei-Ting Tang, Yin-Feng Gau
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Network Latency Estimation for Telesurgery Using Deep Reinforcement Learning
SmartBot, EarlyView.Overview of the proposed two‐stage deep reinforcement learning framework for network latency prediction in telesurgery. The pipeline includes data collection from simulated catheter navigation sessions (Philippines–Botswana), feature engineering, DQN‐based direction prediction (85.8% accuracy), direction‐to‐value transformation, and value forecasting ...
Bakang Kgopolo +2 more
wiley +1 more source