Results 41 to 50 of about 498,137 (306)
Frontiers in Energy Research, 2021 The rapid development of wind energy has brought a lot of uncertainty to the power system. The accurate ultra-short-term wind power prediction is the key issue to ensure the stable and economical operation of the power system.
Hang Fan +3 more
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Option Pricing with Markov Switching [PDF]
Journal of Data Science, 2021 In this article, we consider a model of time-varying volatility which generalizes the classical Black-Scholes model to include regime-switching properties. Specically, the unobservable state variables for stock uctu- ations are modeled by a Markov process, and the drift and volatility pa- rameters take dierent values depending on the state of this ...
Fuh, Cheng-Der +3 more
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Statistical Theory and Related Fields, 2020 This paper is devoted to study the proportional reinsurance/new business and investment problem under the mean-variance criterion in a continuous-time setting.
Liming Zhang, Rongming Wang, Jiaqin Wei
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Optimal Portfolio Selection in an Itô–Markov Additive Market
Risks, 2019 We study a portfolio selection problem in a continuous-time Itô–Markov additive market with prices of financial assets described by Markov additive processes that combine Lévy processes and regime switching models.
Zbigniew Palmowski +2 more
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Investigating the Role of Human Capital and Shadow Economy in the Impact of Natural Resource Rent on Income Inequality with Regime Change [PDF]
برنامهریزی و بودجه, 2023 Income inequality is a major problem in most countries, particularly the underdeveloped world. Unequal distribution of income weakens the achievement of sustainable global economic growth and acts as an impasse to achieve the goals of sustainable ...
Heshmatolah Asgari, Ali Moridian
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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
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Angewandte Chemie, EarlyView.This work explores the interactions between the oxazine dye ATTO655 and two macrocyclic hosts using optical (single‑molecule) spectroscopy. Although ATTO655 forms a classical inclusion complex with cucurbit[8]uril (CB8), its interaction with p‑sulfonatocalix[4]arene (sCX4) leads to the formation of dim exclusion complexes.
Siyu Lu +7 more
wiley +2 more sources
A Test of Using Markov-Switching GARCH Models in Oil and Natural Gas Trading
Energies, 2019 In this paper, we test the use of Markov-switching (MS) GARCH (MSGARCH) models for trading either oil or natural gas futures. Using weekly data from 7 January 1994 to 31 May 2019, we tested the next trading rule: to invest in the simulated commodity if ...
Oscar V. De la Torre-Torres +2 more
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Weaving Intelligence: Thermally Drawn Multimaterial Fibers Toward AI‐Enabled Smart Textiles
Advanced Materials, EarlyView.Thermally drawn multimaterial fibers are rapidly advancing as intelligent structural units for next‐generation smart textiles. Integrating multimaterial architectures with neuromorphic and spiking‐neural‐network principles enables fabrics that can sense, compute, and adapt autonomously.
Vuong Dinh Trung +9 more
wiley +1 more source
Learning Highly Dynamic Skills Transition for Quadruped Jumping Through Constrained Space
Advanced Robotics Research, EarlyView.A quadruped robot masters dynamic jumps through constrained spaces with animal‐inspired moves and intelligent vision control. This hierarchical learning approach combines imitation of biological agility with real‐time trajectory planning. Although legged animals are capable of performing explosive motions while traversing confined spaces, replicating ...
Zeren Luo +6 more
wiley +1 more source