Results 21 to 30 of about 2,053,309 (328)
Inflation Expectations Modeling: The Application of Markov Switching Autoregression
Наукові записки НаУКМА: Економічні науки, 2020 The shift of the monetary policy framework in Ukraine has led to the transformation of the power of the key transmission channels. Inflation targeting (IT) assumes the interest rates channel as the main one; besides that, since the exchange rate is ...
Iryna Lukianenko, Maria Nasachenko
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Discrepancy between sub-critical and fast rupture roughness: a cumulant analysis [PDF]
, 2006 We study the roughness of a crack interface in a sheet of paper. We distinguish between slow (sub-critical) and fast crack growth regimes. We show that the fracture roughness is different in the two regimes using a new method based on a multifractal ...
A. L. Barabási +8 more
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On regime-switching European option pricing
Cogent Economics & Finance, 2023 The concern of this article is to derive a regime switching model that can be utilized to price European call options for a financial market that exhibits structural changes with time.
Sebastian Kaweto Kalovwe +2 more
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Odious Debts or Odious Regimes [PDF]
, 2007 Odious regimes have always been there. That there is no silver-bullet solution that will prevent odious regimes from arising, or stymie them once they do, is evident from the plethora of responses employed by the international community once a regime ...
Bolton, Patrick, Skeel, David
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Feeding ecology of blue rock pigeon (Columba livia) in the three districts of Punjab, Pakistan [PDF]
Brazilian Journal of BiologyPresent paper provides information on the feeding regimens of the two genders of the blue-rock pigeon (Columba livia Linn.) in the sampled habitats of the three districts viz. Rawalpindi, Faisalabad and Bahawalpur of the Punjab province, Pakistan.
F. Batool, H. A. Khan, M. Saif-ur Rehman
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Portfolio design and management through state-based analytics: A probabilistic approach
Cogent Economics & Finance, 2020 This paper presents an innovative new approach to investment portfolio design, which applies a discrete, state-based methodology to defining market states and making asset allocation decisions with respect to both current and future state membership ...
Matthew W. Burkett +2 more
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Global Stock Selection with Hidden Markov Model
Risks, 2020 Hidden Markov model (HMM) is a powerful machine-learning method for data regime detection, especially time series data. In this paper, we establish a multi-step procedure for using HMM to select stocks from the global stock market.
Nguyet Nguyen, Dung Nguyen
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Tikrit Journal of Pure Science, 2023 The current study depends on lithofacies analysis of Kolosh Formation at Tigran region in north-eastern Iraq. Depending on the physical criteria as grain size, color, texture, and etc., the formation is divided to five lithofacies: pebbly sandstone ...
Ayad Mohamad Jouer Dathan +2 more
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Meteorological Applications, 2020 Renewable electricity is a key enabling step in the decarbonization of energy. Europe is at the forefront of renewable deployment and this has dramatically increased the weather sensitivity of the continent's power systems.
Hannah C. Bloomfield +2 more
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Macroeconomic Regimes and Regime Shifts [PDF]
, 2016 Abstract Many economic time series exhibit dramatic breaks associated with events such as economic recessions, financial panics, and currency crises. Such changes in regime may arise from tipping points or other nonlinear dynamics and are core to some of the most important questions in macroeconomics.
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