Results 161 to 170 of about 48,213 (289)

A Fuzzy Framework for Realized Volatility Prediction: Empirical Evidence From Equity Markets

Journal of Forecasting, EarlyView.
ABSTRACT This study introduces a realized volatility fuzzy time series (RV‐FTS) model that applies a fuzzy c‐means clustering algorithm to estimate time‐varying c$$ c $$ latent volatility states and their corresponding membership degrees. These memberships are used to construct a fuzzified volatility estimate as a weighted average of cluster centroids.
Shafqat Iqbal, Štefan Lyócsa
wiley   +1 more source

Markov Decision Processes with a Constrained Stopping Time : Mathematical programming formulation (Mathematical Science of Optimization)

, 2000
Masayuki Horiguchi
openalex   +1 more source

Markov Decision Processes: A Gentle Tutorial

, 2023
Oualid Missaoui
openalex   +1 more source

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Dynamic treatment selection and modification for personalised blood pressure therapy using a Markov decision process model: a cost-effectiveness analysis. [PDF]

BMJ Open, 2017
Choi SE, Brandeau ML, Basu S.
europepmc   +1 more source

A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley   +1 more source

Analysing the Drivers of Cropland Footprint in Leading Agricultural Nations: Evidence From MMQR Approach

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

Evolutionary patterns and structural divergence of CENH3 in legumes: Implications for haploid induction breeding

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

Decision-Making for Logistics Processes of the Robotic Warehouse Based on Markov Networks

O.Yu. Posashkov, O.M. Tsymbal
openalex   +1 more source

Initial Distribution Sensitivity of Constrained Markov Decision Processes [PDF]

Alperen Tercan, Necmiye Özay
openalex   +1 more source