Results 51 to 60 of about 105,613 (301)

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

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  

Adaptive Autonomy in Microrobot Motion Control via Deep Reinforcement Learning and Path Planning Synergy

Advanced Intelligent Systems, EarlyView.
This study introduces a data‐driven framework that combines deep reinforcement learning with classical path planning to achieve adaptive microrobot navigation. By training a surrogate neural network to emulate microrobot dynamics, the approach improves learning efficiency, reduces training time, and enables robust real‐time obstacle avoidance in ...
Amar Salehi, Bairong Zhu, Haoyu Liu, Tingting Yu   +3 more
wiley   +1 more source

Bitcoin Cycle through Markov Regime-Switching Model

Engineering Proceedings
We analyzed Bitcoin’s cyclical patterns used by the Markov regime-switching model and explored the impacts of inflation and the US Dollar Index on Bitcoin’s cyclicality.
Yi-Chun Shih, Wen-Tsung Huang, Pao-Peng Hsu   +2 more
doaj   +1 more source

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

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

Modeling systemic risk with Markov Switching Graphical SUR models [PDF]

Journal of Econometrics, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bianchi, Daniele, Billio, Monica, Casarin, Roberto, Guidolin, Massimo   +3 more
openaire   +3 more sources

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

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, Ivana Stević, Elvira Meni Maria Gkrinia, Dinko Vitezić, Slobodan Janković   +4 more
wiley   +1 more source

Optimal investment game for two regulated players with regime switching

AIMS Mathematics
This paper investigated a zero-sum stochastic investment game for two investors in a regime-switching market with common random time solvency regulations.
Lin Xu, Linlin Wang, Hao Wang, Liming Zhang   +3 more
doaj   +1 more source

Spillover Effect of US Monetary Policy to ASEAN Stock Market

Jurnal Economia, 2019
: This study analyzes the spillover effects of the US monetary policy on the ASEAN stock market with Markov switching model and investigates differences in empirical results of each country from ASEAN member.
Aniek Hindrayani, Fadikia K Putri, Inda F Puspitasari   +2 more
doaj   +1 more source

Continual decision‐making dynamics across biological organisms

Biological Reviews, EarlyView.
ABSTRACT Decision‐making is a central function of adaptive behaviour in biological agents. However, strategies for adaptive decision‐making can vary substantially across species. Here, we aim to extend the comparative scope of decision‐making analyses to phylogenetically diverse organisms.
Liberty Severs, Qiuran Wang
wiley   +1 more source