Results 51 to 60 of about 14,010 (266)

Exact Discrete Stochastic Simulation With Deep‐Learning‐Scale Gradient Optimization

Advanced Science, EarlyView.
A 203,796‐parameter gene regulatory network classifies handwritten digits with 98.4% accuracy using exact stochastic dynamics. The framework decouples forward simulation from backward differentiation, making continuous‐time Markov chain models compatible with deep‐learning optimization.
Jose M. G. Vilar, Leonor Saiz
wiley   +1 more source

A Markov Switching Cookbook

, 1999
Economists continue to debate the importance of nonlinearity to their discipline. When it comes to forecasting levels, unit roots seems to be quite prevalent, and there has been a great deal of skepticism about nonlinear models. See the arguments pro and con in Ramsey (1996).
Mizrach, Bruce, Watkins, James
openaire   +2 more sources

Markov Regime-Switching and Unit Root Tests [PDF]

SSRN Electronic Journal, 2000
We investigate the power and size performance of unit root tests when the true data generating process undergoes Markov regime-switching. All tests, including those robust to a single break in trend growth rate, have very low power against a process with a Markov-switching trend growth rate as in Lam (1990).
Jeremy Max Piger, Eric Zivot, Charles Nelson   +2 more
openaire   +2 more sources

Whole‐Genome Sequencing Pilot of the Central Asian Genomic Diversity Project Reveals Distinct Histories, Adaptation, and Introgression

Advanced Science, EarlyView.
As a pilot phase of the Central Asian Genomic Diversity Project, whole‐genome sequencing of 166 individuals from 20 Central Asian and Afghan Hazara populations reveals fine‐scale substructure shaped by repeated trans‐Eurasian migration and admixture. Integrated analyses uncover post‐admixture adaptation, archaic introgression, and medically relevant ...
Mengge Wang, Shuhan Duan, Qiuxia Sun, Renkuan Tang, Lintao Luo, Jie Zhong, Zhaxylyk Sabitov, CAGDP Consortium†, Lan‐Hai Wei, Chao Liu, Maxat Zhabagin, Guanglin He   +11 more
wiley   +1 more source

A Pan‐Methylome Framework for Population‐Scale Bacterial Epigenomics

Advanced Science, EarlyView.
A scalable quantitative framework unlocks population‐level comparative epigenomics in bacteria. By transforming site‐level data into standardized traits, this approach reconstructs methylation‐informed phylogenies and defines the core epigenome.
Bin Ma, Huimin Gong, Ran Zhuo, Zaixiao Rao, Yanxi Wan, Mingyang Wang, Zahra Zeinalzadeh, Yuan Gao, Aohan Guan, Xinrun Li, Wanting Chen, Xiliang Wang, Yun Wan, Sihua Zhang, Yuncai Xiao, Qi Huang, Paul R. Langford, Xiangru Wang, Rui Zhou, Rui Luo, Hongbo Zhou, Chengliang Zhu, Hui Jin   +22 more
wiley   +1 more source

Theory and Inference for a Markov Switching GARCH Model [PDF]

SSRN Electronic Journal, 2007
Summary: We develop a Markov-switching GARCH model (MS-GARCH) wherein the conditional mean and variance switch in time from one GARCH process to another. The switching is governed by a hidden Markov chain. We provide sufficient conditions for geometric ergodicity and existence of moments of the process.
BAUWENS, Luc, PREMINGER, Arie, ROMBOUTS, Jeroen V.K.   +2 more
openaire   +5 more sources

Exceptional Antimodes in Multi‐Drive Cavity Magnonics

Advanced Electronic Materials, EarlyView.
Driven‐dissipative cavity‐magnonics provides a flexible platform for engineering non‐Hermitian physics such as exceptional points. Here, using a four‐port, three‐mode system with controllable microwave interference, antimodes and coherent perfect extinction (CPE) are realized, enabling active tuning to antimode exceptional points.
Mawgan A. Smith, Ryan D. McKenzie, Alban Joseph, Robert L. Stamps, Rair Macêdo   +4 more
wiley   +1 more source

The Effect of Trade Volume on TEPIX Index in Bear and Bull Cycles: An Application of Markov-Switching Model [PDF]

فصلنامه پژوهش‌های اقتصادی ایران, 2014
In this paper, the effect of trade volume on TEPIX index is investigated based on bull and bear cycles of Tehran stock Exchange (TSE) using nonlinear Markov-Switching model.
Abbas Kalantari, Navid Khalil Paktinat
doaj  

EARLY WARNING INDICATORS STUDY OF BANK RUNS IN INDONESIA : MARKOV-SWITCHING APPROACH

Buletin Ekonomi Moneter dan Perbankan, 2012
A run on a particular bank can lead to a banking crisis if it spreads to other banks (contagious effect). In the case of Indonesia, bank runs have also reoccurred time and again.
Iskandar Simorangkir
doaj   +1 more source

Vertical Price Transmission in Food Markets: New Evidence From Meta‐Analysis

Agribusiness, EarlyView.
ABSTRACT A growing body of empirical research has examined price dynamics along the food supply chain, yet findings remain heterogeneous and often conflicting. This study conducts a meta‐analysis of 140 studies, totaling 652 observations, to examine (1) the reported presence of asymmetric price transmission and (2) the reported direction of price ...
Sushan K C, Xiaoli Etienne, Andres Trujillo‐Barrera   +2 more
wiley   +1 more source