Results 161 to 170 of about 1,700,696 (345)
Application of Three Alternative Approaches to Identify Business Cycles in Peru [PDF]
Three alternative econometric approaches are used to estimate business cycles in the Peruvian economy. These approaches are the Plucking model due to Friedman (1964, 1993), the Markov Switching model proposed by Hamilton (1989) and the Smooth Transition ...
Rodriguez Gabriel
core
CAAI Transactions on Intelligence Technology, EarlyView.ABSTRACT As a government‐regulated public service, traffic signal control (TSC) requires reliable and transparent decision‐making. However, existing deep reinforcement learning (DRL) methods, despite improvements in control accuracy, still lack explainability and generalisation, severely limiting their applicability in real‐world environments.
Hao Huang +8 more
wiley +1 more source
The impact of coal combustion, nitrous oxide emissions, and traffic emissions on COVID-19 cases: a Markov-switching approach. [PDF]
Environ Sci Pollut Res Int, 2021 Anser MK +5 more
europepmc +1 more source
Is There a Positive Intertemporal Tradeoff Between Risk and Return After All? [PDF]
This paper develops an extended version of Turner, Startz, and Nelson's (1989) Markov-switching model of stock returns. The model is motivated as an alternative version of Campbell and Hentschel's (1992) volatility feedback model, with news about future ...
James Morley
core
The importance of considering regimes in long‐term asset allocation to real estate
Real Estate Economics, EarlyView.Abstract We investigate the long‐term, regime‐dependent asset allocation of an investor's wealth in a mixed‐asset portfolio that includes publicly traded real estate. We show that augmenting standard VAR models with Markov‐switching features not only improves predictive power for asset returns but also introduces economically meaningful horizon effects
Massimo Guidolin +2 more
wiley +1 more source
Cointegration and Regime-Switching Risk Premia in the US Term Structure of Interest Rates [PDF]
To date the cointegrating properties and the regime-switching behavior of the term structure are two separate strands of the literature. This paper integrates these lines of research and introduces regime shifts into a cointegrated VAR model.
Peter Tillmann
core +3 more sources
Integrative Zoology, EarlyView.Assessing drivers of population dynamics helps to mitigate human–wildlife conflicts. In Mediterranean areas, summer aridity reduces resources, potentially affecting ungulates' body condition and reproduction. In a mixed forested‐rural area, wild boar female body mass increased throughout summer in rainy‐mild years and decreased in hot‐dry years.
Martina Calosi +4 more
wiley +1 more source
Finite-Time Annular Domain Stability and Stabilization of Regime-Switching Jump Diffusion System
IEEE AccessIn this paper, the finite-time annular domain stability and stabilization of regime-switching jump diffusion system are discussed. With the help of explicit solution of multi-dimensional regime-switching jump diffusion system, we give the sufficient and ...
Ran Ni, Gui-Hua Zhao
doaj +1 more source
The Portuguese Stock Market Cycle: Chronology and Duration Dependence [PDF]
This paper tries to identify, for the first time, a chronology for the Portuguese stock market cycle and test for the presence of duration dependence in bull and bear markets.
Vítor Castro
core
Integrative Zoology, EarlyView.In this study, we tested whether white and yellow morphs of the common wall lizard (Podarcis muralis) adopt alternative strategies shaped by the immuno‐competence handicap hypotheses (ICHH). We found that testosterone‐induced immune suppression was stronger in white males, while aggression decreased in both morphs.
Roberto Sacchi +5 more
wiley +1 more source