Results 191 to 200 of about 254,480 (307)

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

Cost Effectiveness of Endovascular Thrombectomy for Large Ischemic Strokes: A US Healthcare Payer Markov Model Informed by Randomized Trials. [PDF]

Appl Health Econ Health Policy
Morsi RZ, Zhang Y, Badillo Goicoechea E, Desai H, Kothari SA, Thind S, Baskaran AB, Chahine A, Siegler JE, Coleman ER, Brorson JR, Mansour A, Prabhakaran S, Kass-Hout T.   +13 more
europepmc   +1 more source

Extending dynamic segmentation with lead generation: A latent class Markov analysis of financial product portfolios

A recent development in marketing research concerns the incorporation of dynamics in consumer segmentation.This paper extends the latent class Markov model, a suitable technique for conducting dynamic segmentation, in order to facilitate lead generation ...
Vermunt, J.K., Paas, L.J., Bijmolt, T.H.A.   +2 more
core  

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

Assessment of goose-beaked whale responses to mid-frequency active sonar using a hierarchical hidden Markov model. [PDF]

Mov Ecol
DeRuiter SL, Falcone EA, Coates SN, Rone BK, Sweeney DA, Dolan KA, Jarvis SM, Andrews RD, Watwood SL, Schorr GS.   +9 more
europepmc   +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

Joint Bayesian Hidden Markov Model With Subject-Specific Transitions for Wearable Sensor Data. [PDF]

Stat Med
Fei W, Miao Z, Xu T, Wang Y.
europepmc   +1 more source

Cost-effectiveness of latent tuberculosis infection testing and preventive treatment among TB contacts in China: a Markov model. [PDF]

BMC Health Serv Res
Li J, Wen Y, Ge F, Qiu Y, Xu C.
europepmc   +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

Lifetime Cost-Utility Analysis of Emicizumab Prophylaxis in Severe Haemophilia A Without Inhibitors in China: A Markov Model Analysis. [PDF]

Haemophilia
Bao H, Bührer C, Lin Z, Zhou L, Xia Y, Jin X, Xuan J.   +6 more
europepmc   +1 more source