Showing 61 - 80 results of 225 for search '"Markov chain"', query time: 0.08s Refine Results
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  8. 68

    Application of Discrete-time semi-Markov Model to the Stochastic forecasting of Capital assests as stock. by Nafiu, Lukman Abiodun, Patrick, Weke, Alieu Jallow, Mamadou, Carolyne, Ogutu

    Published 2022
    “…In this paper, we developed and applied a stochastic model based on Discrete-time Semi Markov chain approach and its generalizations to study the high frequency price dynamics of traded stocks. …”
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    Article
  9. 69

    Pricing Options with Credit Risk in Markovian Regime-Switching Markets by Jinzhi Li, Shixia Ma

    Published 2013-01-01
    “…This paper investigates the valuation of European option with credit risk in a reduced form model when the stock price is driven by the so-called Markov-modulated jump-diffusion process, in which the arrival rate of rare events and the volatility rate of stock are controlled by a continuous-time Markov chain. We also assume that the interest rate and the default intensity follow the Vasicek models whose parameters are governed by the same Markov chain. …”
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  10. 70

    Economic Benefit Analysis of Medical Tourism Industry Based on Markov Model by Wei Zhang, Zhaoxiang Qin, Jun Tang

    Published 2022-01-01
    “…To study the impact of the medical Tourism Industry on regional economic performance, a Markov prediction method was proposed. An improved Markov chain combination forecasting method was established by analyzing the economy of healthcare tourism industry through Markov chain forecasting method and various processing methods for economic results of different years. …”
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    Article
  11. 71

    Multiperiod Telser’s Safety-First Portfolio Selection with Regime Switching by Chuangwei Lin, Huiling Wu

    Published 2018-01-01
    “…Finally, by mathematical and numerical analysis, we analyze the effects of the disaster level, the risk control level, the transition matrix of the Markov chain, the expected excess return, and the variance of the risky return.…”
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    Article
  12. 72

    An Incremental-Hybrid-Yager’s Entropy Model for Dynamic Portfolio Selection with Fuzzy Variable by Yin Li, Jian Tao, Yazhi Song

    Published 2018-01-01
    “…In addition, fuzzy variables are utilized to represent prices of assets, while historical data based on Markov chain is exploited to estimate membership functions of fuzzy prices. …”
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    Article
  13. 73

    Performance Analysis of Buffer-Aided FSO Relaying with an Energy Harvesting Relay by Chadi Abou-Rjeily

    Published 2025-01-01
    “…For such networks, we propose a relaying protocol that delineates the roles of the source and the EH BA relay in each time slot. We develop a Markov chain framework for capturing the dynamics of the data and energy buffers. …”
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  14. 74

    A New Weighting Scheme in Weighted Markov Model for Predicting the Probability of Drought Episodes by Zulfiqar Ali, Ijaz Hussain, Muhammad Faisal, Ibrahim M. Almanjahie, Muhammad Ismail, Maqsood Ahmad, Ishfaq Ahmad

    Published 2018-01-01
    “…In this study, we proposed a new weighting scheme to predict the probability of various drought classes under Weighted Markov Chain (WMC) model. We provide a standardized scheme of weights for ordinal sequences of drought classifications by normalizing squared weighted Cohen Kappa. …”
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  15. 75

    Prediction of Mine Dust Concentration Based on Grey Markov Model by Zhou Xu, Guo Liwen, Zhang Jiuling, Qin Sijia, Zhu Yi

    Published 2021-01-01
    “…Then, the GM (1, 1) model is optimized by the theory of the Markov chain model. According to the relative error range generated during the prediction, the state interval is divided. …”
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  16. 76

    A retrial queueing system with processor sharing and impatient customers by V. I. Klimenok

    Published 2022-06-01
    “…The operation of the system is described in terms of a multi-dimensional Markov chain. It is proved that for any values of the system parameters this chain has a stationary distribution. …”
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  17. 77

    Extropy estimation of Weibull distribution under upper records by Nour El Houda Zouaoui

    Published 2023-12-01
    “…This work explores the features of parametric and non-parametric estimators based on upper record values under the a two-parameter Weibull distribution. We apply the Markov Chain Monte Carlo (MCMC) method to provide a Bayesian estimator. …”
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  18. 78

    The Basic Reproduction Number for the Markovian SIR-Type Epidemic Models: Comparison and Consistency by Muteb Faraj Alharthi

    Published 2022-01-01
    “…The second is to assess the Martingale method by comparing its performance to that of Markov Chain Monte Carlo (MCMC) methods in terms of estimating this parameter and the infection and removal rate parameters given only removal data. …”
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  19. 79

    High Reliable Relay Selection Approach for QoS Provisioning in Wireless Distributed Sensor Networks by Yong Jin

    Published 2013-09-01
    “…To address this problem, we focus on the reliable adaptive relay selection approach and adaptive QoS supported algorithm, based on which we present a Markov chain model, in consideration of different packet states and error control algorithm assignment. …”
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  20. 80

    Fixation Probabilities of Evolutionary Graphs Based on the Positions of New Appearing Mutants by Pei-ai Zhang

    Published 2014-01-01
    “…To calculate the fixation probability is usually regarded as a Markov chain process, which is affected by the number of the individuals, the fitness of the mutant, the game strategy, and the structure of the population. …”
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