Search Results - "regime‐switching model" :: K.UTB vyhledávací portál

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A regime switching model for species subject to environmental noises and additive Allee effect

by Xu, Junyan, Zhang, Tonghua, Han, Maoan
Published in Physica A (01.08.2019)

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Optimal investment–consumption strategy with liability and regime switching model under Value-at-Risk constraint

by Hu, Fengxia, Wang, Rongming
Published in Applied mathematics and computation (15.11.2017)

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Analytically Pricing Credit Default Swaps Under a Regime-Switching Model

by Chen, Wenting, He, Xin-Jiang, Qiu, Xinzi
Published in Fluctuation and noise letters (01.09.2019)

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Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach

by Janczura, Joanna
Published in Mathematical methods of operations research (Heidelberg, Germany) (01.02.2014)

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Block Trading: Building up a Stock Position Under a Regime Switching Model

by Lu, Xianggang
Published in Methodology and computing in applied probability (01.09.2019)

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Quadratic Risk Minimization in a Regime-Switching Model with Portfolio Constraints

by Donnelly, Catherine, Heunis, Andrew J.
Published in SIAM journal on control and optimization (01.01.2012)

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Identifying Qualitative Between-Subject and Within-Subject Variability: A Method for Clustering Regime-Switching Dynamics

by Ou, Lu, Andrade, Alejandro, Alberto, Rosa A., Bakker, Arthur, Bechger, Timo
Published in Frontiers in psychology (04.06.2020)

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A Markov regime-switching model for the semiconductor industry cycles

by Liu, Wen-Hsien, Chyi, Yih-Luan
Published in Economic modelling (01.07.2006)

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Reliability performance for dynamic multi-state repairable systems with K regimes

by Shen, Jingyuan, Cui, Lirong
Published in IIE transactions (02.09.2017)

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STOCK LOAN VALUATION UNDER A REGIME-SWITCHING MODEL WITH MEAN-REVERTING AND FINITE MATURITY

by Prager, David, Zhang, Qing
Published in Journal of systems science and complexity (01.06.2010)

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Approximation of optimal ergodic dividend strategies using controlled Markov chains

by Jin, Zhuo, Yang, Hailiang, Yin, George
Published in IET control theory & applications (06.11.2018)

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Are regime-shift sources of risk priced in the market?

by Chourdakis, Kyriakos, Dendramis, Yiannis, Tzavalis, Elias
Published in Journal of empirical finance (01.09.2014)

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Re-examining crude oil and natural gas price relationship: Evidence from time-varying regime-switching models

by Hasanli, Mübariz
Published in Energy economics (01.05.2024)

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ADAPTIVE LEARNING IN REGIME-SWITCHING MODELS

by Branch, William A., Davig, Troy, McGough, Bruce
Published in Macroeconomic dynamics (01.07.2013)

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A primal-dual active set approach to the valuation of American options in regime-switching models: numerical solutions and convergence analysis

by Wen, Xin, Song, Haiming, Li, Yutian, Gao, Zihan
Published in Computational & applied mathematics (01.09.2024)

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Short-Term Traffic Flow Prediction with Regime Switching Models

by Cetin, Mecit, Comert, Gurcan
Published in Transportation research record (01.01.2006)

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Exponential stability and L1-gain analysis for positive time-delay Markovian jump systems with switching transition rates subject to average dwell time

by Qi, Wenhai, Park, Ju H., Cheng, Jun, Kao, Yonggui, Gao, Xianwen
Published in Information sciences (01.01.2018)

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Estimating Dynamic Connectivity States in fMRI Using Regime-Switching Factor Models

by Chee-Ming Ting, Ombao, Hernando, Samdin, S. Balqis, Salleh, Sh-Hussain
Published in IEEE transactions on medical imaging (01.04.2018)

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Exponential stability and L 1 -gain analysis for positive time-delay Markovian jump systems with switching transition rates subject to average dwell time

by Qi, Wenhai, Park, Ju H., Cheng, Jun, Kao, Yonggui, Gao, Xianwen
Published in Information sciences (01.01.2018)

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Political stability and credibility of currency board

by Feng, Shu, Fu, Liang, Ho, Chun-Yu, Alex Ho, Wai-Yip
Published in Journal of international money and finance (01.10.2023)

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