Results 231 to 240 of about 725,754 (336)

CA-VAR-Markov model of user needs prediction based on user generated content. [PDF]

Sci Rep
Liu L, Ma B.
europepmc   +1 more source

Shock‐Triggered Asymmetric Response Stochastic Volatility

Journal of Forecasting, EarlyView.
ABSTRACT We propose a novel asymmetric stochastic volatility model (STAR‐SV) in which the leverage parameter adjusts to the magnitude of past shocks. This flexible specification captures both the leverage effects and their propagation more effectively than standard asymmetric volatility models.
J. Miguel Marin, Helena Veiga
wiley   +1 more source

Estimating childhood tuberculosis incidence and under-reporting in Gedeo Zone, Ethiopia: a Bayesian hidden Markov model. [PDF]

IJID Reg
Tesfaye SH, Mulat Tebeje T, Sisay D, Belete M, Kifle Y, Feleke A, Meno A.   +6 more
europepmc   +1 more source

Forecasting and Modeling Macroeconomic Vulnerabilities in CESEE

Journal of Forecasting, EarlyView.
ABSTRACT This paper develops a nonparametric multivariate model for assessing risks to macroecononomic outcomes in three major CESEE countries. Our model builds on Bayesian additive regression trees (BART) that remains agnostic on the relationship between the macro series and the lags thereof.
Florian Huber, Josef Schreiner
wiley   +1 more source

Information Bottleneck Approach for Markov Model Construction. [PDF]

J Chem Theory Comput
Wang D, Qiu Y, Beyerle ER, Huang X, Tiwary P.   +4 more
europepmc   +1 more source

Threshold MIDAS Forecasting of Canadian Inflation Rate

Journal of Forecasting, EarlyView.
ABSTRACT We propose several threshold mixed data sampling (TMIDAS) autoregressive models to forecast the Canadian inflation rate using predictors observed at different frequencies. These models take two low‐frequency variables and a high‐frequency index as threshold variables.
Chaoyi Chen, Yiguo Sun, Yao Rao
wiley   +1 more source

Cost-effectiveness of endovascular thrombectomy for acute ischemic stroke with established large infarct in Germany: a decision tree and Markov model. [PDF]

J Neurointerv Surg
Gottschalk S, König HH, Subtil F, Bonekamp S, Denis A, Aamodt AH, Fuentes B, Gizewski ER, Hill MD, Krajina A, Pierot L, Simonsen CZ, Zeleňák K, Bendszus M, Thomalla G, Dams J.   +15 more
europepmc   +1 more source

Forecasting Carbon Prices: A Literature Review

Journal of Forecasting, EarlyView.
ABSTRACT Carbon emissions trading is utilized by a growing number of states as a significant tool for addressing greenhouse gas emissions (GHG), global warming problem and the climate crisis. Accurate forecasting of carbon prices is essential for effective policy design and investment strategies in climate change mitigation.
Konstantinos Bisiotis, Dimitris Christopoulos, George Tzougas   +2 more
wiley   +1 more source

Heart rate transition patterns reveal autonomic dysfunction in heart failure with renal function decline: a symbolic and Markov model approach. [PDF]

BioData Min
Widatalla N, Younis SA, Khandoker A.
europepmc   +1 more source

Dynamic Analysis of Stakeholders' Decision‐Making in Power Battery Recycling Considering Risks

Global Challenges, EarlyView.
The risk‐induced loss quantification model based on conditional value‐at‐risk (CVaR) is established to elucidate the impact of various risk parameters on stakeholders' revenues and evolutionary paths, as well as identify the key parameters that affect risk‐induced loss.
Juan Huang, Zhe Wang, Zhenggang He, Weiwei Xu, Feng Luo   +4 more
wiley   +1 more source