Results 51 to 60 of about 553,591 (343)

Can Markov switching model generate long memory? [PDF]

Economics Letters, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Natércia Fortuna, Changryong Baek, Vladas Pipiras   +2 more
openaire   +3 more sources

RIG‐I Mediated Neuron‐Specific IFN Type 1 Signaling in FUS‐ALS Induces Neurodegeneration and Offers New Biomarker‐Driven Individualized Treatment Options for (FUS‐)ALS

Advanced Science, EarlyView.
Using iPSC‐derived motoneurons and postmortem tissue from FUS‐ALS patients, it is demonstrated that increased mitochondrial transcription leads to elevated cytosolic double‐stranded RNA (dsRNA) levels. This aberrant accumulation activates a RIG‐I–dependent innate immune response leading to neurodegeneration, which is amenable for FDA‐ and EMA‐approved ...
Marcel Naumann, Theresa M. Wierschin, Stefanie Kretschmer, Banaja P. Dash, Aaron Held, Andrea Salzinger, Kevin Peikert, Anže Karlek, Hannes Glaß, Dajana Großmann, René Günther, Susanne Petri, Annekathrin Rödiger, David Brenner, Francisco Pan‐Montojo, Eleonora Aronica, Markus Kipp, Vitaly Zimyanin, Jared Sterneckert, Torsten Grehl, Noah D. Seebacher, Tobias M. Böckers, Alberto Catanese, Brian J. Wainger, Patrick Oeckl, Min Ae Lee‐Kirsch, Andreas Hermann   +26 more
wiley   +1 more source

Theory and inference for a Markov switching GARCH model [PDF]

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
BAUWENS, Luc, PREMINGER, Arie, ROMBOUTS, Jeroen V.K.   +2 more
core   +6 more sources

Robust Reinforcement Learning Control Framework for a Quadrotor Unmanned Aerial Vehicle Using Critic Neural Network

Advanced Intelligent Systems, Volume 7, Issue 3, March 2025.
Quadrotor unmanned aerial vehicle control is critical to maintain flight safety and efficiency, especially when facing external disturbances and model uncertainties. This article presents a robust reinforcement learning control scheme to deal with these challenges.
Yu Cai, Yefeng Yang, Tao Huang, Boyang Li   +3 more
wiley   +1 more source

Multiobjective Environmental Cleanup with Autonomous Surface Vehicle Fleets Using Multitask Multiagent Deep Reinforcement Learning

Advanced Intelligent Systems, EarlyView.
This study presents a multitask strategy for plastic cleanup with autonomous surface vehicles, combining exploration and cleaning phases. A two‐headed Deep Q‐Network shared by all agents is traineded via multiobjective reinforcement learning, producing a Pareto front of trade‐offs.
Dame Seck, Samuel Yanes, Manuel Perales, Daniel Gutiérrez, Sergio Toral   +4 more
wiley   +1 more source

Modelling volatility of cryptocurrencies using Markov-Switching GARCH models [PDF]

Research in International Business and Finance, 2018
Abstract This paper aims to select the best model or set of models for modelling volatility of the four most popular cryptocurrencies, i.e. Bitcoin, Ethereum, Ripple and Litecoin. More than 1000 GARCH models are fitted to the log returns of the exchange rates of each of these cryptocurrencies to estimate a one-step ahead prediction of Value-at-Risk ...
Guglielmo Maria Caporale, Timur Zekokh
openaire   +4 more sources

Feature Disentangling and Combination Implemented by Spin–Orbit Torque Magnetic Tunnel Junctions

Advanced Intelligent Systems, EarlyView.
Spin–orbit torque magnetic tunnel junctions (SOT‐MTJs) enable efficient feature disentangling and integration in image data. A proposed algorithm leverages SOT‐MTJs as true random number generators to disentangle and recombine features in real time, with experimental validation on emoji and facial datasets.
Xiaohan Li, Yingqian Xu, Caihua Wan, Ran Zhang, Meike Hindenberg, Raik Hoffmann, Shiqiang Liu, Tianyi Zhang, Shilong Xiong, Dehao Kong, Jihao Xia, Fangshuo Gao, Zhuyang Nie, Thomas Kämpfe, Guoqiang Yu, Xiufeng Han   +15 more
wiley   +1 more source

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

Moments of Markov-Switching Models [PDF]

Tatra Mountains Mathematical Publications, 2014
Abstract In this paper we have focused on the class of regime-switching time series models with regimes determined by unobservable variables, concretely Markov-switching models. We have derived 2nd central moment of the MSW models for two cases-state-independent and state-dependent ...
openaire   +1 more source

Volatility forecasting using Double-Markov switching GARCH models under skewed Student-t distribution [PDF]

, 2012
Includes bibliographical references.This thesis focuses on forecasting the volatility of daily returns using a double Markov switching GARCH model with a skewed Student-t error distribution.
Mazviona, Batsirai Winmore
core