Results 71 to 80 of about 14,044 (266)

Markov Switching Model for Financial Time Series [PDF]

open access: yesOvidius University Annals: Economic Sciences Series, 2021
Modeling financial time series is an important step for its forecast and risk evaluation when financial assets are involved. In this context, this article presents a Markov Switching Model for BET series recorded during the period Oct-2000 - Sept-2014 ...
Alina Barbulescu   +1 more
doaj  

Tracheal chambers as a key innovation for high‐frequency emission in bat echolocation

open access: yesThe Anatomical Record, EarlyView.
Abstract Key innovations are pivotal for biodiversity and facilitating evolutionary success, enabling organisms' adaptation to various ecological niches through the diversification of phenotypic traits. In mammals, notable adaptations include evolving hypsodonty for grazing on grasses and, for bats, evolving echolocation and wing acquisition.
Nicolas L. M. Brualla   +7 more
wiley   +1 more source

Almost Sure Quasi-Synchronization of Reaction-Diffusion Neural Networks With Stochastic Switching via Boundary Control

open access: yesIEEE Access
This 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

Explicit-Duration Markov Switching Models [PDF]

open access: yesFoundations and Trends® in Machine Learning, 2014
Markov switching models (MSMs) are probabilistic models that employ multiple sets of parameters to describe different dynamic regimes that a time series may exhibit at different periods of time. The switching mechanism between regimes is controlled by unobserved random variables that form a first-order Markov chain.
openaire   +2 more sources

Cost‐utility analysis of nusinersen–risdiplam switch in patients with spinal muscular atrophy in Croatia: A discrete event simulation model

open access: yesBritish 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

Efficacy, safety and cost‐effectiveness of CAR‐T therapy

open access: yesBritish Journal of Clinical Pharmacology, EarlyView.
CAR T‐cells demonstrate high efficacy in blood cancers, including ALL, MM and DLBCL. Innovations target solid tumours despite challenges such as antigen escape. Combination therapies enhance the delivery and infiltration of CAR T cells. Toxicity, cost and resistance remain major barriers to clinical use.
Emina Karahmet Sher   +7 more
wiley   +1 more source

EARLY WARNING INDICATORS STUDY OF BANK RUNS IN INDONESIA : MARKOV-SWITCHING APPROACH

open access: yesBuletin 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

Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni   +2 more
wiley   +1 more source

KAJIAN INDIKATOR PERINGATAN DINI BANK RUNS DI INDONESIA: PENDEKATAN MARKOV-SWITCHING

open access: yesBuletin 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

Microclimate mediates the strength and direction of avian biotic interactions

open access: yesEcography, EarlyView.
Theory predicts that the strength and direction of species interactions can shift from being competitive in benign environments toward being facilitative in stressful environments. However, the environmental context dependency of species interactions has rarely been tested in animal communities.
Sarah J. K. Frey   +6 more
wiley   +1 more source

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