A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data [PDF]
The aim of this paper is to consider multivariate stochastic volatility models for large dimensional datasets. We suggest use of the principal component methodology of Stock and Watson (2002) for the stochastic volatility factor model discussed by Harvey,
Andrea Cipollini, George Kapetanios
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Stylized Facts and Discrete Stochastic Volatility Models [PDF]
This paper highlights the ability of the discrete stochastic volatility models to predict some important properties of the data, i.e. leptokurtic distribution of the returns, slowly decaying autocorrelation function of squared returns, the Taylor effect ...
Alin Sima
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A stochastic model of blood flow to calculate blood dose during radiotherapy. [PDF]
Phys Med Biol, 2023 Beekman C +10 more
europepmc +1 more source
Small Noise Asymptotics for a Stochastic Growth Model [PDF]
We develop analytic asymptotic methods to characterize time series properties of nonlinear dynamic stochastic models. We focus on a stochastic growth model which is representative of the models underlying much of modern macroeconomics.
Noah Williams
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The Impact of Adjuvanted Influenza Vaccine on Disease Severity in the US: A Stochastic Model. [PDF]
Vaccines (Basel), 2023 Pelton SI, Mould-Quevedo JF, Nguyen VH.
europepmc +1 more source
A stochastic model of hippocampal synaptic plasticity with geometrical readout of enzyme dynamics. [PDF]
Elife, 2023 Rodrigues YE +4 more
europepmc +1 more source
Stochastic vibration model of virtual turning process
, 2002 In this paper, stochastic vibration of dynamic cutting was emphasized. We analyzed its occurring source, namely the microstructure incontinuity of working parts and the method for dividing the working material into individual grids.
Huang XM(黄雪梅) +2 more
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A Minimal Stochastic Model of Microbial Ecological Dynamics in a Single-Species-Single-Resource Setting. [PDF]
J Phys Chem BLeung CFA, Kolomeisky AB.
europepmc +1 more source
Spatial Stochastic Model of the Pre-B Cell Receptor. [PDF]
IEEE/ACM Trans Comput Biol Bioinform, 2023 Kerketta R +4 more
europepmc +1 more source
دراسة عن تطبیق هینون مع حالة دراسیة من علم البیئة
Al-Rafidain Journal of Computer Sciences and Mathematics, 2004 Basil Y.Th. Al-Khayat, Inaam H. Abd
doaj +1 more source