Time-dependent and stationary probabilities

Results 181 to 190 of about 130,601 (218)

Particle swarm optimized deep learning for jamming detection and throughput enhancement in cognitive radio networks. [PDF]

Sci Rep
Imran M +6 more
europepmc +1 more source

Alternative Price Dynamics and Valuation of Flexible Strategies

International Journal of Finance &Economics, EarlyView.
ABSTRACT In this article, we study the optimal operational strategy of production projects. We investigate different underlying price models and determine the optimal barriers of transition to suspension, recovery, or irreversible abandonment of productive activity.
Cristina Bertolosi, Gianluca Fusai, Ioannis Kyriakou +2 more
wiley +1 more source

An Excitation Strategy for the Initial Condition Generation for Surface Hopping Trajectories Using Electron-Only Dynamics Including Explicit Laser Pulses. [PDF]

J Chem Theory Comput
Grünewald L, van Dam L, Mai S.
europepmc +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

Latent variable sequence identification for cognitive models with neural network estimators. [PDF]

Behav Res Methods
Pan TF, Li JJ, Thompson B, Ge Collins A.
europepmc +1 more source

Forecasting Related Time Series

Journal of Applied Econometrics, EarlyView.
ABSTRACT A collection of time series are “related” if they follow similar stochastic processes and/or they are statistically dependent. This paper proposes a related time series (RTS) forecasting model that exploits these relationships. The model's foundation is a set of univariate Gaussian autoregressions, one for each series, which are then augmented
Ulrich K. Müller, Mark W. Watson
wiley +1 more source

Go-or-grow models in biology: a monster on a leash. [PDF]

J Math Biol
Thiessen R, Conte M, Stepien TL, Hillen T. +3 more
europepmc +1 more source

Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley +1 more source

NF-κB epigenetic attractor landscape drives breast cancer heterogeneity. [PDF]

NPJ Syst Biol Appl
Lopes F +4 more
europepmc +1 more source

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset

Journal of Applied Econometrics, EarlyView.
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley +1 more source