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Uncertainty times for portfolio selection at financial market
(2018-03)
The financial market presents non-linearities for the behavior of stock returns for periods of high and low market. This article studies portfolios whose variance-covariance matrices are estimates using a multivariate model ...
Modelagem dos algorítmos genético simples e simulated annealing por cadeias de Markov
(Universidade Federal do Rio Grande do NorteBRUFRNPrograma de Pós-Graduação em Matemática Aplicada e EstatísticaProbabilidade e Estatística; Modelagem Matemática, 2010-04-16)
Continuous Markov Chains Applied To Kidnapping Statistics In ColombiaAplicación de cadenas de Markov continuas a las estadísticas del secuestro en Colombia
(Pereira : Universidad Tecnológica de PereiraFacultad de Ciencias Básicas, 2011)
The hidden Markov chain modelling of the COVID-19 spreading using Moroccan dataset
The World Health Organization (WHO) declared in March 12,
2020 the COVID-19 disease as pandemic. In Morocco, the
first local transmission case was detected in March 13. The
number of confirmed cases has gradually increased ...
Variable parameter and double sampling (X)over-bar charts in the presence of correlation: The Markov chain approach
(Elsevier B.V., 2011-04-01)
The general assumption under which the (X) over bar chart is designed is that the process mean has a constant in-control value. However, there are situations in which the process mean wanders. When it wanders according to ...
Evaluation of Markov Chain Based Drought Forecasts in an Andean Regulated River Basin Using the Skill Scores RPS and GMSS
(KLUWER ACADEMIC PUBLISHERS, 2015-01-01)
On behalf of the decision-makers of Andean regulated river basins a drought index was developed to predict the occurrence and extent of drought events. Two stochastic models, the Markov Chain First Order (MCFO) and the ...
Application of a non-homogeneous Markov chain with seasonal transition probabilities to ozone data
(Taylor & Francis Ltd, 2019-01-01)
In this work, we assume that the sequence recording whether or not an ozone exceedance of an environmental threshold has occurred in a given day is ruled by a non-homogeneous Markov chain of order one. In order to account ...
Different Markov chains modulate visual stimuli processing in a Go-Go experiment in 2D, 3D and augmented reality
(Frontiers Media S.A.CH, 2022)
The introduction of Augmented Reality (AR) has attracted several developments, although the people’s experience of AR has not been clearly studied or contrasted with the human experience in 2D and 3D environments. Here, ...