Showing 101 - 120 results of 307 for search '"Markov chain"', query time: 0.09s Refine Results
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    A prediction model of massive 5G network users’ revisit behavior based on telecom big data by Yudi SUN

    Published 2023-02-01
    Subjects: “…multi order weighted Markov chain model…”
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    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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  14. 114

    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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  15. 115

    STATISTICAL MODEL UPDATING AND STRUCTURAL PROBABILISTIC DAMAGE IDENTIFICATION BASED ON BAYESIAN METHOD by GAN Lu, CHEN Hui

    Published 2022-01-01
    “…A Bayesian model updating and damage identification method based on Markov chain sampling was proposed for damage identification of stochastics structures. …”
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  16. 116

    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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  17. 117

    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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  18. 118

    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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  19. 119

    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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    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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