Results 71 to 80 of about 1,700,696 (345)
Modeling systemic risk with Markov Switching Graphical SUR models
Journal of Econometrics, 2019 We propose a Markov Switching Graphical Seemingly Unrelated Regression (MS-GSUR) model to investigate time-varying systemic risk based on a range of multi-factor asset pricing models.
Daniele Bianchi +3 more
semanticscholar +1 more source
Enabling Stochastic Dynamic Games for Robotic Swarms
Advanced Intelligent Systems, EarlyView.This paper scales stochastic dynamic games to large swarms of robots through selective agent modeling and variable partial belief space planning. We formulate these games using a belief space variant of iterative Linear Quadratic Gaussian (iLQG). We scale to teams of 50 agents through selective modeling based on the estimated influence of agents ...
Kamran Vakil, Alyssa Pierson
wiley +1 more source
IEEE AccessThis paper devotes to the almost sure quasi-synchronization of reaction-diffusion neural networks (RDNNs) with stochastic switching. Markov switching (MS) and independent and identically distributed switching (IIDS) are considered.
Haiqing Zhao, Lijun Pan
doaj +1 more source
Volatility forecasting using Double-Markov switching GARCH models under skewed Student-t distribution [PDF]
, 2012 Includes bibliographical references.This thesis focuses on forecasting the volatility of daily returns using a double Markov switching GARCH model with a skewed Student-t error distribution.
Mazviona, Batsirai Winmore
core
MARKOV SWITCHING AUTOREGRESSIVE
Jurnal EurekaMatika, 2014 Runtun waktu ialah himpunan observasi yang dicatat berurut berdasarkan waktu. Tujuan dari metode runtun waktu ialah menemukan model yang sesuai sehingga didapatkan hasil peramalan yang baik. Salah satu model runtun waktu yang telah dikenal adalah Autoregressive.
Rahman, Jaelani +2 more
openaire +1 more source
Modelling foreign exchange rates: a comparison between markov-switching and markov-switching GARCH
Indonesian Journal of Electrical Engineering and Computer Science, 2020 Foreign exchange rate is important as it determines a country's economic condition. It is used to carry out transfers of purchasing power between two or more countries. Volatility in exchange rates may result in difficulty in decision making especially, in financial sectors as high volatility could increase the risk in exchange rates.
Mohd Azizi Amin Nunian +2 more
openaire +2 more sources
Advanced Intelligent Systems, EarlyView.Artificial intelligence (AI) is reshaping autonomous mobile robot navigation beyond classical pipelines. This review analyzes how AI techniques are integrated into core navigation tasks, including path planning and control, localization and mapping, perception, and context‐aware decision‐making. Learning‐based, probabilistic, and soft‐computing methods
Giovanna Guaragnella +5 more
wiley +1 more source
EARLY WARNING INDICATORS STUDY OF BANK RUNS IN INDONESIA : MARKOV-SWITCHING APPROACH
Buletin Ekonomi Moneter dan Perbankan, 2012 A run on a particular bank can lead to a banking crisis if it spreads to other banks (contagious effect). In the case of Indonesia, bank runs have also reoccurred time and again.
Iskandar Simorangkir
doaj +1 more source
British Journal of Clinical Pharmacology, EarlyView.Introduction In recent years, the treatment of spinal muscular atrophy (SMA), a rare disease, has significantly progressed, improving patients' survival and overall quality of life. However, current SMA treatments are expensive, and some (nusinersen) are very inconvenient for patients.
Andrej Belančić +4 more
wiley +1 more source
Forecasting risk with Markov-switching GARCH models:A large-scale performance study
International Journal of Forecasting, 2018 We perform a large-scale empirical study in order to compare the forecasting performances of single-regime and Markov-switching GARCH (MSGARCH) models from a risk management perspective.
David Ardia +3 more
semanticscholar +1 more source