Keywords: مدل سوئیچینگ رژیم; C22; E31; E42; E52; E58; Phillips curve; Regime-switching model; Trend inflation;
مقالات ISI مدل سوئیچینگ رژیم (ترجمه نشده)
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: مدل سوئیچینگ رژیم; Commodity prices; Futures prices; Convenience yield; Risk premium; Scarcity; Investment; Irreversibility; General equilibrium; Simulated Method of Moments (SMM); Regime-switching model; C0; G12; G13; D51; D81; E2,;
Keywords: مدل سوئیچینگ رژیم; Regime-switching model; Investment-consumption; Asset-liability management; Hamilton Jacobi Bellman equation; Value-at-Risk; 60J27; 91G10;
Keywords: مدل سوئیچینگ رژیم; Shale gas revolution; Natural gas market; Regime-switching model; Price spreads;
Keywords: مدل سوئیچینگ رژیم; Stochastic process; Reliability performance; Valve system; Regime-switching model; Cyclic mission period;
Keywords: مدل سوئیچینگ رژیم; Weather contracts; Regime-switching model; Maximum likelihood; Filtering; Weak HMM; Change of probability measure; Optimal parameter estimation; Finance;
Keywords: مدل سوئیچینگ رژیم; Data mining; Hidden Markov model; Stock indexes; Latent class model; Regime-switching model
Keywords: مدل سوئیچینگ رژیم; C51; C53; C58; G17; Q41; Q47; Electricity prices; Regime-switching model; Negative prices; Spikes; Price forward curves;
Keywords: مدل سوئیچینگ رژیم; G10; G13; G15; Futures; Spot; Turn-of-the-month; Day-of-the-week; Regime-switching model; Volatility;
Keywords: مدل سوئیچینگ رژیم; Regime-switching model; Finite difference method; Operator splitting method; Volatility smile
Keywords: مدل سوئیچینگ رژیم; Participating contract; Recursive formula; Regime-switching model; Regime-switching model with jump risks; Volatility clustering;
Keywords: مدل سوئیچینگ رژیم; G12; G17; E43; C58; Monetary policy; Term structure; Regime-switching model; No-arbitrage;
Keywords: مدل سوئیچینگ رژیم; C41; C22; G1; High-frequency trading data; Point process; Long memory; Time deformation; Regime-switching model; Market microstructure; Liquidity;
IoT study on the total risk management and cluster-coordinated development based on synergy theory
Keywords: مدل سوئیچینگ رژیم; Financial risk early warning of listed companies; Contagion channel; Markov; Regime-switching model; IoT;
Shifts in river-floodplain relationship reveal the impacts of river regulation: A case study of Dongting Lake in China
Keywords: مدل سوئیچینگ رژیم; Regime-switching model; Dynamic multiple linear regression; Three Gorges Dam; Dongting Lake; Regime shift;
A lattice method for option pricing with two underlying assets in the regime-switching model
Keywords: مدل سوئیچینگ رژیم; 91G60; 91G20; 65C20Lattice method; Regime-switching model; Option pricing with two assets; Weak convergence
Measuring business cycles: A temporal disaggregation model with regime switching
Keywords: مدل سوئیچینگ رژیم; C22; C51; E31; Business cycle asymmetries; Markov trend; Regime-switching model; Temporal disaggregation;
Parameter estimation of an asset price model driven by a weak hidden Markov chain
Keywords: مدل سوئیچینگ رژیم; Higher-order Markov chain; Filtering; Regime-switching model; Parameter estimation; Change of reference probability technique; Gaussian mixture model;
Asymptotic properties of consensus-type algorithms for networked systems with regime-switching topologies
Keywords: مدل سوئیچینگ رژیم; Regime-switching model; Switching diffusion; Stochastic approximation; Limit ODE; Consensus algorithm; Convergence
The Markovian regime-switching risk model with a threshold dividend strategy
Keywords: مدل سوئیچینگ رژیم; C02; IM10; IM11; IM12; IM13; Gerber-Shiu function; Integro-differential equation; Present value of dividend payments; Regime-switching model; Threshold dividend strategy;
A first-passage-time model under regime-switching market environment
Keywords: مدل سوئیچینگ رژیم; G12; G13; G32; First-passage-time model; Regime-switching model; Default probability; Default correlation; Credit default swap;
Adaptive signal processing of asset price dynamics with predictability analysis
Keywords: مدل سوئیچینگ رژیم; Hidden Markov model; Optimal parameter estimation; Regime-switching model; Gold price
Duration dependence of the business cycle in Japan: A Bayesian analysis of extended Markov switching model
Keywords: مدل سوئیچینگ رژیم; E32; C11; C22; Regime-switching model; Duration model; Weibull model; Markov chain Monte Calro simulation; Asymmetric cylical process;
Comparison of forecasting performance of nonlinear models of hydrological time series
Keywords: مدل سوئیچینگ رژیم; Time series; Trend; Regime-switching model; Aggregation operator; Mean monthly flow
Explicit solutions to European options in a regime-switching economy
Keywords: مدل سوئیچینگ رژیم; Black-Scholes PDE; Option pricing; Regime-switching model; Markov chain in continuous time;