Results 111 to 120 of about 192,524 (234)
Low-rank tensor methods for Markov chains with applications to tumor progression models. [PDF]
J Math Biol, 2022 Georg P +5 more
europepmc +1 more source
Quadratic Hedging of American Options Under GARCH Models
Journal of Futures Markets, EarlyView.ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley +1 more source
A modified algorithm of 'forward-backward' solving the identification of automata Markov models
Учёные записки Казанского университета: Серия Физико-математические науки, 2018 The paper is devoted to solving the problem of identifying discrete stochastic processes generated on the basis of automata Markov models. This problem is relevant because of the need to increase the efficiency of automata Markov models recognition.
A.R. Nurutdinova
doaj
Optimal distribution of vehicular traffic flow with Dijkstra’s algorithm and Markov chains
African Scientific ReportsThe optimization of traffic distribution is a critical problem in transportation networks, where efficient routing can reduce congestion, minimize travel time, and improve overall traffic flow.
L. I. Igbinosun, N. R. Udoenoh
doaj +1 more source
Geological Journal, EarlyView.ABSTRACT Climate change represents the biggest current challenge for us and for future generations. Its impact on agriculture is undeniable, considering the food security goal. Thus, the cropland footprint has been distinguished as a comprehensive index for assessing the impact of environmental changes in agricultural areas determined by the increased ...
Ibrahim Cutcu, Magdalena Radulescu
wiley +1 more source
Grassland Research, EarlyView.From structure to application: evolutionary insights and genome editing strategies for CENH3‐mediated haploid induction in legumes. Abstract Background The centromeric histone variant CENH3 is crucial for chromosome segregation and haploid induction in plants, yet its evolutionary patterns in legumes remain poorly characterized. Methods We investigated
Jialiang Zhou, Kai Wang
wiley +1 more source
Markov chains improve the significance computation of overlapping genome annotations. [PDF]
Bioinformatics, 2022 Gafurov A, Brejová B, Medvedev P.
europepmc +1 more source
A point on discrete versus continuous state-space Markov chains
Dependence ModelingThis article investigates the effects of discrete marginal distributions on copula-based Markov chains. We establish results on mixing properties and parameter estimation for a copula-based Markov chain model with Bernoulli(pp) marginal distributions ...
Muia Mathias, Longla Martial
doaj +1 more source
Modified Engel Algorithm and Applications in Absorbing/Non-Absorbing Markov Chains and Monopoly Game
Mathematical and Computational ApplicationsThe Engel algorithm was created to solve chip-firing games and can be used to find the stationary distribution for absorbing Markov chains. Kaushal et al.
Chunhe Liu, Jeff Chak Fu Wong
doaj +1 more source
Head &Neck, EarlyView.ABSTRACT Background Early‐stage glottic carcinoma is characterized by high cure rate, but about 10% of patients still develop local recurrence after radiotherapy (RT). Although advances in local therapies have markedly improved larynx preservation, anterior commissure involvement (ACI) may worsen outcomes yet remains insufficient to fully guide ...
Francesca De Felice +2 more
wiley +1 more source