Results 111 to 120 of about 7,699,774 (306)

Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison [PDF]

In this paper we show that fully likelihood-based estimation and comparison of multivariate stochastic volatility (SV) models can be easily performed via a freely available Bayesian software called WinBUGS.
Jun Yu, Renate Meyer
core  

Combining formal methods and Bayesian approach for inferring discrete-state stochastic models from steady-state data. [PDF]

PLoS One, 2023
Klein J, Phung H, Hajnal M, Šafránek D, Petrov T.   +4 more
europepmc   +1 more source

Neuromorphic Devices for Extreme Environments: State‐Variable Reliability and Stabilization Strategies

Advanced Functional Materials, EarlyView.
Neuromorphic devices for extreme environments are interpreted through the physical states that store and process information. Radiation, temperature extremes, and vacuum can perturb vacancies, filaments, trapped charges, polarization, interfaces, and readout signals.
Taehyun Park, Geon Park, Junhyung Cho, Jaechan Song, Wangmyung Choi, Jaehyun Hur, Nicola Gasparini, Hocheon Yoo   +7 more
wiley   +1 more source

Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models. [PDF]

Continuous-time stochastic volatility models are becoming increasingly popular in finance because of their flexibility in accommodating most stylized facts of financial time series.
Emanuele Taufer, Nikolai Leonenko, Marco Bee   +2 more
core  

Stochastic Models in the Problems of Predicting the Epidemiological Situation. [PDF]

Cybern Syst Anal, 2022
Bogdanov OV, Knopov PS.
europepmc   +1 more source

Programming Neuromorphic Plasticity Through Ionic and Electronic Coupling in Organic Electrochemical Transistors

Advanced Functional Materials, EarlyView.
Neuromorphic plasticity in OECTs is governed by the post‐stimulus evolution of coupled ionic and electronic states. Semiconductor chemistry and morphology, electrolyte composition and interfaces, and device architecture regulate ion injection, transport, confinement, and release, shifting responses from rapidly relaxing STP to metastable memory and ...
Inho Lee, Hyoik Jang, Ji Hwan Kim, Jonghyun Won, Namhee Kim, Wonseok Shin, Giwon Lee, Eunho Lee, Daegun Kim, Sungjun Park   +9 more
wiley   +1 more source

Particle Filters for Markov Switching Stochastic Volatility Models [PDF]

This paper proposes an auxiliary particle filter algorithm for inference in regime switching stochastic volatility models in which the regime state is governed by a first-order Markov chain.
Boda Kang, Yun Bao, Carl Chiarella
core  

STOCHASTIC FEM ANALYSIS OF STRIP FOUNDATION

TASK Quarterly, 1999
The paper offers a stochastic description of a random soil medium subjected to external loading. The strip foundation on a soil layer in the 3D and the 2D strain states is analysed. It is assumed that the soil medium is statistically homogeneous and its
JAROSŁAW PRZEWŁÓCKI, JAROSŁAW GÓRSKI   +1 more
doaj  

A Comparative Study of Deterministic and Stochastic Models of Microstructure Evolution during Multi-Step Hot Deformation of Steels. [PDF]

Materials (Basel), 2023
Oprocha P, Czyżewska N, Klimczak K, Kusiak J, Morkisz P, Pietrzyk M, Potorski P, Szeliga D.   +7 more
europepmc   +1 more source

Stochastic Models of Rainfall

Annual Review of Statistics and Its Application
Rainfall is the main input to most hydrological systems. To assess flood risk for a catchment area, hydrologists use models that require long series of subdaily, perhaps even subhourly, rainfall data, ideally from locations that cover the area. If historical data are not sufficient for this purpose, an alternative is to simulate synthetic data from a ...
openaire   +2 more sources