Results 221 to 230 of about 23,984,619 (356)

Momentum, volume and investor sentiment study for u.s. technology sector stocks-A hidden markov model based principal component analysis. [PDF]

PLoS One
Li S.
europepmc   +1 more source

Modeling Behavioral Deviations in Adls Using Inverse Reinforcement Learning and Higher-Order Markov Chains

Fateme Akbari, Kamran Sartipi
openalex   +1 more source

A Marathi Hidden-Markov Model Based Speech Synthesis System

, 2015
Iosr Journals, Sangramsing Kayte, Monica R. Mundada, Charansing Kayte   +3 more
openalex   +1 more source

On the Comovement of Contango and Backwardation Across Futures Commodity Markets

Journal of Futures Markets, EarlyView.
ABSTRACT We examine the time‐varying nature of the comovement of the slope of the futures curve in major agricultural, metals and energy commodity futures markets in a Global Vector Autoregressive model. We find significant comovement between the slopes, indicating the co‐existence of backwardation and contango in many seemingly unrelated commodity ...
Angelo Luisi, Francesco Roccazzella, Athanasios Triantafyllou   +2 more
wiley   +1 more source

Hidden Markov model for acoustic pesticide exposure detection and hive identification in stingless bees. [PDF]

PLoS One
Otesbelgue A, Orth AJ, Fong CD, Fassbinder-Orth CA, Blochtein B, Pereira MJR.   +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 Latent Markov Model for Noninvariant Measurements: An Application to Interaction Log Data From Computer-Interactive Assessments. [PDF]

Psychometrika
Kang HA.
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

The Gaussian-linear hidden Markov model: A Python package. [PDF]

Imaging Neurosci (Camb)
Vidaurre D, Masaracchia L, Larsen NY, Ruijters LRPT, Alonso S, Ahrends C, Woolrich MW.   +6 more
europepmc   +1 more source

Developing a hidden Markov model for assessing the health of preterm babies

, 2006
James Roscoe
openalex   +1 more source