Results 61 to 70 of about 13,400 (267)

Estimation of Switched Markov Polynomial NARX models

CoRR, 2020
This work targets the identification of a class of models for hybrid dynamical systems characterized by nonlinear autoregressive exogenous (NARX) components, with finite-dimensional polynomial expansions, and by a Markovian switching mechanism.
Alessandro Brusaferri, Matteo Matteucci, Stefano Spinelli   +2 more
openaire   +2 more sources

Cost‐utility analysis of nusinersen–risdiplam switch in patients with spinal muscular atrophy in Croatia: A discrete event simulation model

British Journal of Clinical Pharmacology, EarlyView.
Introduction In recent years, the treatment of spinal muscular atrophy (SMA), a rare disease, has significantly progressed, improving patients' survival and overall quality of life. However, current SMA treatments are expensive, and some (nusinersen) are very inconvenient for patients.
Andrej Belančić, Ivana Stević, Elvira Meni Maria Gkrinia, Dinko Vitezić, Slobodan Janković   +4 more
wiley   +1 more source

Efficacy, safety and cost‐effectiveness of CAR‐T therapy

British Journal of Clinical Pharmacology, EarlyView.
CAR T‐cells demonstrate high efficacy in blood cancers, including ALL, MM and DLBCL. Innovations target solid tumours despite challenges such as antigen escape. Combination therapies enhance the delivery and infiltration of CAR T cells. Toxicity, cost and resistance remain major barriers to clinical use.
Emina Karahmet Sher, Amina Džidić‐Krivić, Emma Pinjic, Nejra Selak, Kanita Omerbasic, Alexandar Chupin, Andrej Belancic, Almir Fajkic   +7 more
wiley   +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

Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions

Canadian Journal of Statistics, EarlyView.
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni, Luca Merlo, Lea Petrella   +2 more
wiley   +1 more source

A Review of Energy Management Strategies for Hybrid Electric Vehicles

Energy Science &Engineering, EarlyView.
This review systematically categorizes energy management strategies (EMS) for hybrid electric vehicles, highlighting rule‐based, optimization‐based, learning‐based, and emerging algorithm‐mixing approaches. It provides a comprehensive roadmap for developing intelligent control systems to enhance energy efficiency and promote sustainable transportation.
Song Gao, Bingchan Zhou, Zhumu Fu, Zhaohui Jiang, Kaikai Zhang, Qihui Ma, Mingchong Dong, Fazhan Tao, Pengju Si, Xin Jin   +9 more
wiley   +1 more source

Risk Transmission and Co‐Movements Between Financial Markets and Commodity Markets in the COVID‐19 Period

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines risk transmission and co‐movements between financial markets (G7 countries and China) and commodity markets (gold and oil) during the COVID‐19 crisis. Daily closing prices for major equity indices (CAC40, CSI300, DAX30, FTSE100, MIB, NIKKEI, TSX and S&P500) and futures prices for gold, brent and WTI were analysed using DCC ...
V. Moutinho, H. Oliveira, M. Neves, J. Monteiro   +3 more
wiley   +1 more source

How Is FinTech Shaping Household Portfolio Behaviour?

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper examines how FinTech adoption influences household portfolio allocation across major advanced economies. Using a flow‐of‐funds framework and the Almost Ideal Demand System (AIDS), we model household demand for currency, deposits, loans, debt securities, and equity in the United States, United Kingdom, Euro Area, Japan and Australia.
Victor Murinde, Athina Petropoulou
wiley   +1 more source

Semi-Analytical Pricing of Barrier Options with Markov-Switching Liquidity and Jump Risk

Mathematics
This study extends analytical barrier-option pricing models by jointly incorporating Markov-switching liquidity risk, asymmetric double-exponential jump risk, and a state-dependent Heath–Jarrow–Morton interest-rate structure.
Yu-Min Lian, Jun-Home Chen
doaj   +1 more source

Global Oil and Gas Stocks: Anomalies, Systematic Risks and Mispricing

International Journal of Finance &Economics, EarlyView.
ABSTRACT We analyse anomaly and factor risk premia in the global oil and gas (OG) sector, which plays a central role in the global economy through its importance for energy supply, industrial production, and capital markets. Using firm‐level and portfolio data, we examine whether cross‐sectional return patterns reflect systematic risk compensation or ...
Nader Virk, Mohsin Sadaqat, Hilal A. Butt, Giulia Fantini   +3 more
wiley   +1 more source