المؤلفون: José. A. Martínez-Ordoñez, Javier López-Santiago, Joaquín Miguez

المصدر: EURASIP Journal on Advances in Signal Processing, Vol 2024, Iss 1, Pp 1-29 (2024)

مصطلحات موضوعية: Markov switch, Time series models, Delay difference equations, Maximum likelihood estimation, Expectation maximisation algorithm, ENSO, Telecommunication, TK5101-6720, Electronics, TK7800-8360

وصف الملف: electronic resource

Relation: https://doaj.org/toc/1687-6180

URL الوصول: https://doaj.org/article/baf4ea5af0124b2d977015cb8f5d313d

المؤلفون: Valls Pereira, Pedro L., Oliveira, André Barbosa

المصدر: Brazilian Review of Finance; Vol. 19 No. 4 (2021): October-December; 160-185 ; Revista Brasileira de Finanças; v. 19 n. 4 (2021): Outubro-Dezembro; 160-185 ; 1984-5146 ; 1679-0731

مصطلحات موضوعية: Portfolio optimization, Markov Chain, Multivariate time series models with Markov switch, G11, C61, C34, Otimização de portfólios, Cadeias de Markov, Modelos de série temporal multivariados com mudança de regime Markoviana

وصف الملف: application/pdf

Relation: https://periodicos.fgv.br/rbfin/article/view/80765/80498; https://periodicos.fgv.br/rbfin/article/view/80765

الاتاحة: https://periodicos.fgv.br/rbfin/article/view/80765

المؤلفون: Ferreira, Pedro Cavalcanti G.

مصطلحات موضوعية: collusion, antitrust policy, Brazil, fuel market, structural breaks, markov switch, policy evaluation

Relation: REM Working paper;nº 0152 – 2020; https://rem.rc.iseg.ulisboa.pt/wps/pdf/REM_WP_0152_2020.pdf; Ferreira, Pedro Cavalcanti G. (2020). "Post-cartel behavior : assessing the effects of antitrust policy on brazilian fuel market". Instituto Superior de Economia e Gestão – REM Working paper nº 0152 – 2020; http://hdl.handle.net/10400.5/20664

الاتاحة: http://hdl.handle.net/10400.5/20664

المؤلفون: Goreac, Dan

المساهمون: PS, Laboratoire d'Analyse et de Mathématiques Appliquées (LAMA), Université Paris-Est Marne-la-Vallée (UPEM)-Fédération de Recherche Bézout (BEZOUT), Centre National de la Recherche Scientifique (CNRS)-Centre National de la Recherche Scientifique (CNRS)-Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Centre National de la Recherche Scientifique (CNRS)-Université Paris-Est Marne-la-Vallée (UPEM)-Fédération de Recherche Bézout (BEZOUT), Centre National de la Recherche Scientifique (CNRS)-Centre National de la Recherche Scientifique (CNRS)-Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Centre National de la Recherche Scientifique (CNRS), Oana-Silvia Serea, ANR-12-JS01-0006,PIECE,Ergodicité, contrôle et statistique pour les PDMP(2012)

المصدر: ESAIM: Proceedings and SurveysVolume 57 (2017)ETAMM 2016 - Emerging Trends in Applied Mathematics and Mechanics ; ETAMM 2016 - Emerging Trends in Applied Mathematics and Mechanics ; https://hal.science/hal-01377148 ; ETAMM 2016 - Emerging Trends in Applied Mathematics and Mechanics , Oana-Silvia Serea, May 2016, Perpignan, France. pp.37-47, ⟨10.1051/proc/201657037⟩ ; https://www.esaim-proc.org/articles/proc/abs/2017/02/contents/contents.html

مصطلحات موضوعية: Exact null-controllability, Approximate and Approximate null-controllability, Backward stochastic Riccati equations, Controllability metric, Piecewise linear Markov switch process, PDMP, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

جغرافية الموضوع: Perpignan, France

Relation: info:eu-repo/semantics/altIdentifier/arxiv/1610.01892; ARXIV: 1610.01892

الاتاحة: https://hal.science/hal-01377148
https://hal.science/hal-01377148v1/document
https://hal.science/hal-01377148v1/file/Exact0CtrlPDMP.pdf
https://doi.org/10.1051/proc/201657037

المؤلفون: Vardanyan, Yelena, Hesamzadeh, Mohammad Reza

مصطلحات موضوعية: Day-ahead prices, forecasting tools, Markov switch, Other Electrical Engineering, Electronic Engineering, Information Engineering, Annan elektroteknik och elektronik

وصف الملف: application/pdf

Relation: IEEE PES Innovative Smart Grid Technologies Conference Europe; urn:isbn:9781509033584; ISI:000405511300144

الاتاحة: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-192884
https://doi.org/10.1109/ISGTEurope.2016.7856316

المؤلفون: Su, Ender, Knowles, Thomas W.

المصدر: Emerging Markets Finance & Trade, 2006 Mar 01. 42(2), 18-62.

URL الوصول: https://www.jstor.org/stable/27750489

المؤلفون: Goreac, Dan, Martinez, Miguel

المساهمون: PS, Laboratoire d'Analyse et de Mathématiques Appliquées (LAMA), Université Paris-Est Marne-la-Vallée (UPEM)-Fédération de Recherche Bézout (BEZOUT), Centre National de la Recherche Scientifique (CNRS)-Centre National de la Recherche Scientifique (CNRS)-Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Centre National de la Recherche Scientifique (CNRS)-Université Paris-Est Marne-la-Vallée (UPEM)-Fédération de Recherche Bézout (BEZOUT), Centre National de la Recherche Scientifique (CNRS)-Centre National de la Recherche Scientifique (CNRS)-Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Centre National de la Recherche Scientifique (CNRS), ANR-12-JS01-0006,PIECE,Ergodicité, contrôle et statistique pour les PDMP(2012)

المصدر: ISSN: 0932-4194.

مصطلحات موضوعية: Approximate (null-)controllability, Controlled Piecewise Deterministic Markov Process, Markov switch process, invariance, stochastic gene networks, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

Relation: info:eu-repo/semantics/altIdentifier/arxiv/1507.00554; ARXIV: 1507.00554

الاتاحة: https://hal.science/hal-01061543
https://hal.science/hal-01061543v2/document
https://hal.science/hal-01061543v2/file/GoreacMartinez_NullCtrlPDMP_Rev1.pdf
https://doi.org/10.1007/s00498-015-0146-1

المؤلفون: Dan Goreac, Oana Silvia Serea, Walter Briec

المساهمون: PS, Laboratoire d'Analyse et de Mathématiques Appliquées (LAMA), Université Paris-Est Marne-la-Vallée (UPEM)-Fédération de Recherche Bézout-Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Centre National de la Recherche Scientifique (CNRS)-Université Paris-Est Marne-la-Vallée (UPEM)-Fédération de Recherche Bézout-Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Centre National de la Recherche Scientifique (CNRS), Oana-Silvia Serea, ANR-12-JS01-0006,PIECE,Ergodicité, contrôle et statistique pour les PDMP(2012), Centre National de la Recherche Scientifique (CNRS)-Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Fédération de Recherche Bézout-Université Paris-Est Marne-la-Vallée (UPEM)-Centre National de la Recherche Scientifique (CNRS)-Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Fédération de Recherche Bézout-Université Paris-Est Marne-la-Vallée (UPEM)

المصدر: ESAIM: Proceedings and Surveys, Vol 57, Pp 37-47 (2017)
ESAIM: Proceedings and SurveysVolume 57 (2017)ETAMM 2016-Emerging Trends in Applied Mathematics and Mechanics
ETAMM 2016-Emerging Trends in Applied Mathematics and Mechanics
ETAMM 2016-Emerging Trends in Applied Mathematics and Mechanics, Oana-Silvia Serea, May 2016, Perpignan, France. pp.37-47, ⟨10.1051/proc/201657037⟩

مصطلحات موضوعية: Type (model theory), Approximate and Approximate null-controllability, Piecewise linear function, Piecewise linear Markov switch process, FOS: Mathematics, PDMP, QA1-939, Applied mathematics, Mathematics - Optimization and Control, Mathematics, Complement (set theory), Backward stochastic Riccati equations, T57-57.97, Applied mathematics. Quantitative methods, Hierarchy (mathematics), Markov chain, Multiplicative function, Probability (math.PR), Controllability, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], Optimization and Control (math.OC), Metric (mathematics), Exact null-controllability, Controllability metric, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], Mathematics - Probability

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9c977704769bae0ba01c81737a5f31d6
https://doaj.org/article/96508fc4441943bf8982d821b33e4b42

المؤلفون: Alola, Andrew Adewale

المساهمون: Balcılar, Mehmet

مصطلحات موضوعية: Renewable Energy, Housing Market, Agricultural Commodities, Carbon Emission, ARDL model, Markov Switch Model, Diebold and Yilmaz Approach, Economics, Renewable Energy Economics United States

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od______2789::cb1a5e6ec5d11860d673ed4e9d957728
https://hdl.handle.net/11129/5166

المؤلفون: Elisabeta Jaba, Silvia Palasca

المصدر: Procedia Economics and Finance. 20:478-484

مصطلحات موضوعية: media_common.quotation_subject, General Engineering, Energy Engineering and Power Technology, Sample (statistics), Business cycle, G7 countries, economic crisis, Markov switch, Recession, Order (exchange), Phenomenon, Economics, Seasonal adjustment, Classical economics, Marketing, Duration (project management), Set (psychology), media_common

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::57b83820de06f39bb6e742bee89e69a0

المؤلفون: Hrobat, Luka

المساهمون: Košir, Tomaž

مصطلحات موضوعية: udc:519.8, mathematical finance, bull and bear markets, analiza odnosov, markovska stikala, finančna matematika, bikovi in medvedji trgi, return analysis, technical analysis, Markov switch, tehnična analiza

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od______3505::283227d9081306d10dfec800b0453389
https://repozitorij.uni-lj.si/Dokument.php?id=105568&dn=

المؤلفون: Hrobat, Luka

المساهمون: Košir, Tomaž

مصطلحات موضوعية: finančna matematika, tehnična analiza, bikovi in medvedji trgi, analiza odnosov, markovska stikala, mathematical finance, technical analysis, bull and bear markets, return analysis, Markov switch, info:eu-repo/classification/udc/519.8

وصف الملف: application/pdf

Relation: https://repozitorij.uni-lj.si/IzpisGradiva.php?id=96782; https://repozitorij.uni-lj.si/Dokument.php?id=105568&dn=; https://plus.si.cobiss.net/opac7/bib/16383065?lang=sl

الاتاحة: https://repozitorij.uni-lj.si/IzpisGradiva.php?id=96782
https://repozitorij.uni-lj.si/Dokument.php?id=105568&dn=
https://plus.si.cobiss.net/opac7/bib/16383065?lang=sl

المؤلفون: Mohammad Reza Hesamzadeh, Yelena Vardanyan

المصدر: ISGT Europe

مصطلحات موضوعية: forecasting tools, Other Electrical Engineering, Electronic Engineering, Information Engineering, Markov chain, 020209 energy, Autoregressive conditional heteroskedasticity, Markov process, 02 engineering and technology, Day-ahead prices, Markov model, Markov switch, symbols.namesake, 0202 electrical engineering, electronic engineering, information engineering, Econometrics, Mean reversion, Economics, symbols, Market price, Electricity market, Annan elektroteknik och elektronik, Time series

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5fb732befc3e2749c4055187fa955d06
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-192884

المؤلفون: Miguel Martinez, Dan Goreac

المساهمون: PS, Laboratoire d'Analyse et de Mathématiques Appliquées (LAMA), Centre National de la Recherche Scientifique (CNRS)-Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Fédération de Recherche Bézout-Université Paris-Est Marne-la-Vallée (UPEM)-Centre National de la Recherche Scientifique (CNRS)-Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Fédération de Recherche Bézout-Université Paris-Est Marne-la-Vallée (UPEM), Centre National de la Recherche Scientifique (CNRS)-Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Fédération de Recherche Bézout-Université Paris-Est Marne-la-Vallée (UPEM), ANR-12-JS01-0006,PIECE,Ergodicité, contrôle et statistique pour les PDMP(2012), Université Paris-Est Marne-la-Vallée (UPEM)-Fédération de Recherche Bézout-Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Centre National de la Recherche Scientifique (CNRS)-Université Paris-Est Marne-la-Vallée (UPEM)-Fédération de Recherche Bézout-Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Centre National de la Recherche Scientifique (CNRS), Université Paris-Est Marne-la-Vallée (UPEM)-Fédération de Recherche Bézout-Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Centre National de la Recherche Scientifique (CNRS)

المصدر: Mathematics of Control, Signals, and Systems
Mathematics of Control, Signals, and Systems, Springer Verlag, 2015, 27 (4), pp.551--578. ⟨10.1007/s00498-015-0146-1⟩

مصطلحات موضوعية: Constant coefficients, Control and Optimization, Markov process, Piecewise linear function, symbols.namesake, Approximate (null-)controllability, FOS: Mathematics, Applied mathematics, invariance, Algebraic number, Mathematics - Optimization and Control, Equivalence (measure theory), Mathematics, Controlled Piecewise Deterministic Markov Process, Markov chain, Applied Mathematics, Probability (math.PR), stochastic gene networks, Controllability, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], Control and Systems Engineering, Optimization and Control (math.OC), Signal Processing, symbols, Markov switch process, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], Mathematics - Probability, Counterexample

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d459fff292462ce4c170a39840e17b04
https://hal-upec-upem.archives-ouvertes.fr/hal-01061543v2/file/GoreacMartinez_NullCtrlPDMP_Rev1.pdf

المؤلفون: Oliveira, André Barbosa

Thesis Advisors: Fernandes, Marcelo, Marçal, Emerson Fernandes, Silva, Marcos Eugênio da, Ziegelmann, Flávio Augusto, Escolas::EESP, Pereira, Pedro L. Valls

المصدر: Repositório Institucional do FGVFundação Getulio VargasFGV.

مصطلحات موضوعية: Teoria do portfólio, Modelos fatoriais, Modelos de série de tempo multivariados com mudança de regime, Asset allocation, Factorial models, Multivariate time series models with Markov switch regime, Economia, Investimentos, Análise de séries temporais, Alocação de ativos, Análise multivariada, Otimização matemática

الاتاحة: http://hdl.handle.net/10438/12019

المؤلفون: Ulrichs, Magdalena

الاتاحة: http://data.europeana.eu/aggregation/europeana/0940420/_nnkXxmT

المؤلفون: 李紀珠

المساهمون: 經濟學系

مصطلحات موضوعية: Markov轉換程序, 狀態轉換, 期間相依性, 美國景氣循環, 政策效力, Markov switch process, State switch, Duration dependence, American businesscycle, Policy effect

وصف الملف: 598 bytes; text/html

Relation: 行政院國家科學委員會; 計畫編號NSC83-0301-H004-013; https://nccur.lib.nccu.edu.tw//handle/140.119/68848; https://nccur.lib.nccu.edu.tw/bitstream/140.119/68848/1/index.html

الاتاحة: https://nccur.lib.nccu.edu.tw//handle/140.119/68848
https://nccur.lib.nccu.edu.tw/bitstream/140.119/68848/1/index.html

المؤلفون: Pedro Cavalcanti Gonçalves Ferreira

المصدر: Pedro Cavalcanti Gonçalves Ferreira

مصطلحات موضوعية: fuel market, antitrust policy, collusion, structural breaks, markov switch, policy evaluation, Brazil

URL الوصول: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::548e9e68b888b2ccdc3817168e933f87
https://www.repository.utl.pt/handle/10400.5/20664