Results 91 to 100 of about 553,591 (343)
Journal of Mathematics, 2014 We adopt a regime switching approach to study concrete financial time series with particular emphasis on their volatility characteristics considered in a space-time setting.
Luca Di Persio, Samuele Vettori
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Strategic Change, EarlyView.ABSTRACT Start‐up CEOs are usually more aligned with the interests of the venture board compared to CEOs in legacy firms, and therefore it is usual to conclude that the traditional agency problem is lower in ventures. In this article, it is argued that this is only half of the story, and that the agency problem is reversed in early ventures such that ...
Glenn Kristiansen
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Inference and forecasting phase shift regime of COVID-19 sub-lineages with a Markov-switching model. [PDF]
Microbiol Spectr, 2023 Noh E, Hong J, Yoo J, Jung J.
europepmc +1 more source
Hierarchical hidden Markov structure for dynamic correlations: the hierarchical RSDC model. [PDF]
This paper presents a new multivariate GARCH model with time-varying conditional correlation structure which is a generalization of the Regime Switching Dynamic Correlation (RSDC) of Pelletier (2006).
Philippe Charlot, Vêlayoudom Marimoutou
core
JEADV Clinical Practice, EarlyView.ABSTRACT Background Lebrikizumab is approved to treat patients with moderate‐to‐severe atopic dermatitis (AD). Objectives This study evaluated the 16‐week efficacy outcomes of lebrikizumab in adults and adolescents with severe AD in ADvocate trials who would be eligible for treatment based on South Korean reimbursement‐like criteria. Methods This was a
Chong Hyun Won +11 more
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International Journal of Advanced Robotic Systems, 2019 Robot introspection aids robots to understand what they do and how they do it. Previous robot introspection techniques have often used parametric hidden Markov models or supervised learning techniques, implying that the number of hidden states or classes
Hongmin Wu, Yisheng Guan, Juan Rojas
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Predicting the incidence of brucellosis in Western Iran using Markov switching model. [PDF]
BMC Res Notes, 2021 Mohammadian-Khoshnoud M +3 more
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Bayesian Analysis of Markov Switching Vector Error Correction Model [PDF]
This paper introduces a Bayesian approach to a Markov switching vector error correction model that allows for regime shifts in the intercept terms, the lag terms, the adjustment terms and the variance-covariance matrix.
Sugita, Katsuhiro
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Hybrid Reaction–Diffusion Epidemic Models: Dynamics and Emergence of Oscillations
Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT In this paper, we construct a hybrid epidemic mathematical model based on a reaction–diffusion system of the SIR (susceptible‐infected‐recovered) type. This model integrates the impact of random factors on the transmission rate of infectious diseases, represented by a probabilistic process acting at discrete time steps.
Asmae Tajani +2 more
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A New Regime Switching Model with State–Varying Endogeneity
Journal of Management Science and Engineering, 2018 In this paper, we propose a state-varying endogenous regime switching model (the SERS model), which includes the endogenous regime switching model by Chang et al., the CCP model, as a special case. To estimate the unknown parameters in the SERS model, we
Tingting Cheng, Jiti Gao, Yayi Yan
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