Results 191 to 200 of about 575,581 (334)

The uniqueness of symmetrizing measure of Markov processes [PDF]

, 2010
Jiangang Ying, Minzhi Zhao
openalex   +1 more source

Mortality Forecasting Using Variational Inference

Journal of Forecasting, EarlyView.
ABSTRACT This paper considers the problem of forecasting mortality rates. A large number of models have already been proposed for this task, but they generally have the disadvantage of either estimating the model in a two‐step process, possibly losing efficiency, or relying on methods that are cumbersome for the practitioner to use.
Patrik Andersson, Mathias Lindholm
wiley   +1 more source

Uniformly continuous semigroups of sublinear transition operators

Electronic Journal of Differential Equations
In this work we investigate uniformly continuous semigroups of sublinear transition operators on the Banach space of bounded real-valued functions on some countable set.
Alexander Erreygers
doaj  

A Moment-Matching Method for Approximating Vector Autoregressive Processes by Finite-State Markov Chains

, 2013
Nikolay Gospodinov, Damba Lkhagvasuren
openalex   +1 more source

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

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

Research on multi-channel access strategy based on congestion control with burst traffic in CRNs. [PDF]

PLoS One
Xu Q, Zhang Q, Bi Y, Gaber J.
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

Double event-triggered fault tolerant consensus of nonlinear heterogeneous multiagent systems under inconsistent Markov. [PDF]

Sci Rep
Hu D, Ma J, Zang S.
europepmc   +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