Results 81 to 90 of about 498,137 (306)

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, Puspita, Entit, Suherman, Maman   +2 more
openaire   +1 more source

A Review of Energy Management Strategies for Hybrid Electric Vehicles

Energy Science &Engineering, EarlyView.
This review systematically categorizes energy management strategies (EMS) for hybrid electric vehicles, highlighting rule‐based, optimization‐based, learning‐based, and emerging algorithm‐mixing approaches. It provides a comprehensive roadmap for developing intelligent control systems to enhance energy efficiency and promote sustainable transportation.
Song Gao, Bingchan Zhou, Zhumu Fu, Zhaohui Jiang, Kaikai Zhang, Qihui Ma, Mingchong Dong, Fazhan Tao, Pengju Si, Xin Jin   +9 more
wiley   +1 more source

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, EarlyView.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +1 more source

Nowcasting World Trade With Machine Learning: A Three‐Step Approach

Journal of Forecasting, EarlyView.
ABSTRACT We nowcast world trade using machine learning, distinguishing between tree‐based methods (random forest and gradient boosting) and their linear‐regression‐based counterparts (macroeconomic random forest and gradient boosting—linear). While much less used in the literature, the latter are found to outperform not only the tree‐based techniques ...
Menzie Chinn, Baptiste Meunier, Sebastian Stumpner   +2 more
wiley   +1 more source

Consensus for Multiple Unmanned Surface Vehicle (Musv) Systems with Markov Switching Topologies

Polish Maritime Research, 2019
This paper is concerned with sampled-data leader following consensus of multiple unmanned surface vehicle (MUSV) systems with random switching network topologies and wave-induced disturbance.
Wang Liyuan, Yue Wei, Zhang Rubo
doaj   +1 more source

Risk Transmission and Co‐Movements Between Financial Markets and Commodity Markets in the COVID‐19 Period

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines risk transmission and co‐movements between financial markets (G7 countries and China) and commodity markets (gold and oil) during the COVID‐19 crisis. Daily closing prices for major equity indices (CAC40, CSI300, DAX30, FTSE100, MIB, NIKKEI, TSX and S&P500) and futures prices for gold, brent and WTI were analysed using DCC ...
V. Moutinho, H. Oliveira, M. Neves, J. Monteiro   +3 more
wiley   +1 more source

How Is FinTech Shaping Household Portfolio Behaviour?

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper examines how FinTech adoption influences household portfolio allocation across major advanced economies. Using a flow‐of‐funds framework and the Almost Ideal Demand System (AIDS), we model household demand for currency, deposits, loans, debt securities, and equity in the United States, United Kingdom, Euro Area, Japan and Australia.
Victor Murinde, Athina Petropoulou
wiley   +1 more source

Markov-Switching MIDAS Models [PDF]

This paper introduces a new regression model - Markov-switching mixed data sampling (MS-MIDAS) - that incorporates regime changes in the parameters of the mixed data sampling (MIDAS) models and allows for the use of mixed-frequency data in Markov ...
Pierre Guerin, Massimiliano Marcellino
core  

Nanopore direct RNA sequencing and the epitranscriptome: Advances in mapping native RNA landscapes

iMeta, EarlyView.
Nanopore direct RNA sequencing advances transcriptomics by capturing full‐length transcripts and multiple RNA modifications; this review details its principles, workflows, tools, applications, challenges, and future research potential. Abstract Nanopore direct RNA sequencing (DRS) has transformed transcriptomics by enabling single‐molecule, long‐read ...
Tianyuan Zhang, Jia Li, Chao Tang, You Wu, Hao Wu, Xi‐Tong Zhu, Ziyang Luo, Hang Qin, Lishan Ding, Yu Zeng, Shiou Yih Lee, Xiaotao Shen, Shiwen Gao, Zhaoyang Tian, Qian Tang, Mian Li, Muhammad Tahir Ul Qamar, Yang Dong, Komivi Dossa, Yaxuan Zhang, Hu Chen, Sanqi An, Xiang Yu, Lu Chen, Dingjie Wang, Shengli Li, Ling‐Ling Chen, Yanqiang Li   +27 more
wiley   +1 more source

Unit Root Tests With Markov-Switching [PDF]

Diba and Grossman (1988) and Hamilton and Whiteman (1985) recommended unit root tests for rational bubbles. They argued that if stock prices are not more explosive than dividends, then it can be concluded that rational bubbles are not present.
Gee Kwang Randolph Tan, Xiao Qin
core   +2 more sources