Results 61 to 70 of about 10,493 (262)

A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting

Journal of Forecasting, EarlyView.
ABSTRACT Volatility clustering and spillovers are key features of financial time series with many cross‐sectional assets. While network analysis links similar or correlated stocks and helps trace volatility spillovers, contemporary multivariate ARCH‐GARCH formulations struggle to represent structured network dependence and remain parsimonious.
Peiyi Zhou
wiley   +1 more source

Antarctic soil microbiomes encode structurally conserved and phylogenetically diverse beta‐lactamases

iMetaOmics, EarlyView.
An integrative metagenomic framework combining sequence, structural, and functional inference reveals a phylogenetically diverse and structurally conserved repertoire of putative beta‐lactamases across Antarctic soil microbiomes, with predominance of class A and subclass B3 enzymes and limited but detectable associations with mobile genetic elements ...
José Coche‐Miranda, Patricio Arros, Nicolás Canales, Camilo Berríos‐Pastén, Gastón Azziz, Rosalba Lagos, Julieta Orlando, Francisco P. Chávez, Andrés E. Marcoleta   +8 more
wiley   +1 more source

Comparison of Semi-Markov and Markov Processes

The Annals of Mathematical Statistics, 1971
Conditions are given under which a semi-Markov process $Z(t)$ can be obtained from a Markov process $Y(t)$ by a time change (i.e. $Z(t) = Y(\gamma(t))$). Estimates are given for $P\{\sup_{s\leqq t} |s - \gamma(s)| > \varepsilon\}$ and the construction is used to give conditions under which a sequence of semi-Markov processes will have the same ...
openaire   +2 more sources

Realistic Representation, Dynamic Evolution and Determinants of Institutional Quality in China

International Studies of Economics, EarlyView.
ABSTRACT The paper delves into the role of institutional quality in bolstering China's economic resilience post‐COVID‐19, CITIC‐Entropy. It divides institutions into basic and changeable categories, establishing an index system via the CITIC‐Entropy TOPSIS model.
Susu Wang, Qidi Zhang, Jing Fang
wiley   +1 more source

Optimal Intervention in Semi-Markov-Based Asynchronous Probabilistic Boolean Networks

Complexity, 2018
Synchronous probabilistic Boolean networks (PBNs) and generalized asynchronous PBNs have received significant attention over the past decade as a tool for modeling complex genetic regulatory networks.
Qiuli Liu, Qingguo Zeng, Jinghao Huang, Deliang Li   +3 more
doaj   +1 more source

Applications of survival functions to continuous semi-Markov processes for measuring reliability of power transformers

Journal of Modern Power Systems and Clean Energy, 2017
The reliability of power transformers is subject to service age and health condition. This paper proposes a practical model for the evaluation of two reliability indices: survival function (SF) and mean residual life (MRL).
Yifei WANG, Mohammad SHAHIDEHPOUR, Chuangxin GUO   +2 more
doaj   +1 more source

Predictive Ecosystem Health Assessment Under Land‐Use and Vegetation Dynamics in a Semi‐Arid Rift Valley Basin, Ethiopia

Land Degradation &Development, EarlyView.
ABSTRACT Land degradation driven by rapid land‐use and climate‐driven vegetation dynamics increasingly threatens ecosystem stability in semi‐arid wetland basins, yet predictive ecosystem health assessments remain limited in Sub‐Saharan Africa. This study evaluates historical dynamics and future trajectories of ecosystem health in the Ziway‐Shalla Sub ...
Brook Legese, Ashish Pandey, Mohit Prakash Mohanty   +2 more
wiley   +1 more source

Measuring. Monitoring. Management. Control

Измерение, мониторинг, управление, контроль
Background. The article analyzes the works devoted to modeling the process of functioning of the measuring channel of the measuring system of ground-based technological equipment.
S.S. Verkhushin, V.I. Mishchenko, I.V. Mishchenko, K.N. Isakov   +3 more
doaj   +1 more source

Statistical estimation models for rail line reliability indicators

Transportation and Information Technologies in Russia
Background. Conducting joints of rail lines are a critical element for the operation of railway automation and telemechanics devices. Their failures lead to malfunctions in track circuits, distorting information about train locations and creating safety ...
Vadim A. Nadezhkin, Snezhana A. Nadezhkina   +1 more
doaj   +1 more source

Metastable distributions of semi-Markov processes

Stochastics and Dynamics
In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter [Formula: see text]. We are interested in the behavior of a process [Formula: see text] at times [Formula: see text] that depend on the value of the parameter.
Leonid Koralov, Ishfaaq Mohammed Imtiyas
openaire   +2 more sources