Results 61 to 70 of about 14,044 (266)
Perturbation Methods for Markov-Switching DSGE Models [PDF]
SSRN Electronic Journal, 2013 This paper develops a general perturbation methodology for constructing high-order approximations to the solutions of Markov-switching DSGE models. We introduce an important and practical idea of partitioning the Markov-switching parameter space so that a steady state is well de?ned.
Andrew T. Foerster +3 more
openaire +8 more sources
A Pan‐Methylome Framework for Population‐Scale Bacterial Epigenomics
Advanced Science, EarlyView.A scalable quantitative framework unlocks population‐level comparative epigenomics in bacteria. By transforming site‐level data into standardized traits, this approach reconstructs methylation‐informed phylogenies and defines the core epigenome.
Bin Ma +22 more
wiley +1 more source
The Effect of Trade Volume on TEPIX Index in Bear and Bull Cycles: An Application of Markov-Switching Model [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2014 In this paper, the effect of trade volume on TEPIX index is investigated based on bull and bear cycles of Tehran stock Exchange (TSE) using nonlinear Markov-Switching model.
Abbas Kalantari, Navid Khalil Paktinat
doaj
Exceptional Antimodes in Multi‐Drive Cavity Magnonics
Advanced Electronic Materials, EarlyView.Driven‐dissipative cavity‐magnonics provides a flexible platform for engineering non‐Hermitian physics such as exceptional points. Here, using a four‐port, three‐mode system with controllable microwave interference, antimodes and coherent perfect extinction (CPE) are realized, enabling active tuning to antimode exceptional points.
Mawgan A. Smith +4 more
wiley +1 more source
The Possible Shapes of Recoveries in Markov-Switching Models [PDF]
SSRN Electronic Journal, 2011 This paper explores the various shapes the recoveries may exhibit within a Markov- Switching model. It relies on the bounce-back effects first analyzed by Kim, Morley and Piger (2005) and extends the methodology by proposing i) a more flexible bounce-back model, ii) explicit tests to select the appropriate bounce-back function, if any, and iii) a ...
Frédérique BEC +2 more
openaire +4 more sources
Vertical Price Transmission in Food Markets: New Evidence From Meta‐Analysis
Agribusiness, EarlyView.ABSTRACT A growing body of empirical research has examined price dynamics along the food supply chain, yet findings remain heterogeneous and often conflicting. This study conducts a meta‐analysis of 140 studies, totaling 652 observations, to examine (1) the reported presence of asymmetric price transmission and (2) the reported direction of price ...
Sushan K C +2 more
wiley +1 more source
Markov Switching Vector Autoregressive Modelling of the Nigerian Stock Price and Oil Price Series
Quantitative Economics Research, 2018 This article studied the relationship between stock prices and crude oil prices of Nigeria using a Markov switching model. Certain properties of the stock price series and crude oil price series such as breaks and stationarity, which are necessary before
Emmanuel W Okereke +1 more
doaj +1 more source
Optimal Control with Partially Observed Regime Switching: Discounted and Average Payoffs
Mathematics, 2022 We consider an optimal control problem with the discounted and average payoff. The reward rate (or cost rate) can be unbounded from above and below, and a Markovian switching stochastic differential equation gives the state variable dynamic.
Beatris Adriana Escobedo-Trujillo +3 more
doaj +1 more source
PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING [PDF]
International Journal of Theoretical and Applied Finance, 2015 We consider a stochastic-factor financial model wherein the asset price and the stochastic-factor processes depend on an observable Markov chain and exhibit an affine structure. We are faced with a finite investment horizon and derive optimal dynamic investment strategies that maximize the investor's expected utility from terminal wealth.
MARCOS ESCOBAR +2 more
openaire +4 more sources
Advanced Intelligent Systems, Volume 7, Issue 3, March 2025.Quadrotor unmanned aerial vehicle control is critical to maintain flight safety and efficiency, especially when facing external disturbances and model uncertainties. This article presents a robust reinforcement learning control scheme to deal with these challenges.
Yu Cai +3 more
wiley +1 more source