Results 81 to 90 of about 14,128,135 (294)
A structural Time Series Model with Markov Switching. [PDF]
We propose an innovations form of the structural model underlying exponential smoothing that is further augmented by a latent Markov switching process.
Shami, R.G., Forbes, C.S.
core
Option pricing using hidden Markov models [PDF]
Includes bibliographical references (leaves 144-149).This work will present an option pricing model that accommodates parameters that vary over time, whilst still retaining a closed-form expression for option prices: the Hidden Markov Option Pricing ...
Anderson, Michael
core +1 more source
An ATP‐driven molecular switch, comprising viral nucleocapsid (N) protein and host helicase DDX21, dynamically modulates SARS‐CoV‐2 RNA G‐quadruplex (G4) heterogeneity. These viral G4s feature non‐canonical ion‐dependence and act as energy‐sensitive structural checkpoints.
Ya‐Ting Zheng +8 more
wiley +1 more source
Markov-Switching Model Selection Using Kullback-Leibler Divergence [PDF]
In Markov-switching regression models, we use Kullback-Leibler (KL) divergence between the true and candidate models to select the number of states and variables simultaneously.
Tsai, Chih-Ling +2 more
core
MAPA transforms complex multi‐omics data into biologically coherent functional modules by integrating pathway information with molecular interaction networks. Retrieval‐augmented large language models then generate structured, literature‐informed interpretations.
Yifei Ge +13 more
wiley +1 more source
Emergence of Unconventional Magnetic Order in Strain‐Engineered RuO2/TiO2 Superlattices
Epitaxial strain activates unconventional magnetism in rutile RuO2, absent in bulk or relaxed RuO2. Polarized neutron reflectometry with atomic‐layer resolution directly reveals finite magnetization confined to RuO2 layers in fully strained RuO2/TiO2 superlattices on TiO2 (110).
Seung Gyo Jeong +12 more
wiley +1 more source
Forecasting the Turns of German Business Cycle: Dynamic Bi-factor Model with Markov Switching [PDF]
In this paper a dynamic bi-factor model with Markov switching is proposed to measure and predict turning points of the German business cycle. It estimates simultaneously the composite leading indicator (CLI) and composite coincident indicator (CCI ...
Konstantin A. Kholodilin
core
The current work assesses the availability and reliability of repairable 1-out-of-3 cold standby systems, undergoing switching failure, by the Markov models, where a finite set of differential equations govern the repairable system.
Hindi Layla, Asker Hussein K.
doaj +1 more source
Prediction Using Markov Model and Hidden Markov Model for the States of Banknotes [PDF]
This study aims to solve the problem of identifying the values of banknotes, and whether if they are fake or not. This problem considered one of the topics that many researchers are interested in the field of detecting banknotes values and determining ...
Mosaad Hendam +2 more
doaj +1 more source
An MTJ‐based probabilistic processing‐in‐memory architecture unites nonvolatile storage, local entropy generation, and stochastic computation within each memory cell. Stored multi‐bit weights are converted directly into programmable stochastic bitstreams, enabling neural‐network inference, adaptive Ising optimization, and uncertainty‐aware Bayesian ...
Qiuyuan Wang +6 more
wiley +1 more source

