Search Results - subject:"Hidden Markov Models"

High-stake student drop-out prediction using hidden Markov models in fully asynchronous subscription-based MOOCs

Benoit, Dries F.; Tsang, Wai Kit; Coussement, Kristof; … - In: Technological forecasting and social change : an … 198 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10015076463

A data-driven optimization approach to plan smart waste collection operations

Morais, Carolina Soares de; Ramos, Tânia Rodrigues Pereira - In: International transactions in operational research : a … 31 (2024) 4, pp. 2178-2208

Persistent link: https://www.econbiz.de/10014511749

Manipulating hidden-Markov-model inferences by corrupting batch data

Caballero, William N.; Camacho, Jose Manuel; Ekin, Tahir; … - In: Computers & operations research : an international journal 162 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014560617

Multi-period portfolio optimization with investor views under regime switching

Oprisor, Razvan; Kwon, Roy - In: Journal of Risk and Financial Management 14 (2021) 1, pp. 1-31

We propose a novel multi-period trading model that allows portfolio managers to perform optimal portfolio allocation while incorporating their interpretable investment views. This model's significant advantage is its intuitive and reactive design that incorporates the latest asset return regimes...

Persistent link: https://www.econbiz.de/10012611561

Multi-period portfolio optimization with investor views under regime switching

Oprisor, Razvan; Kwon, Roy - In: Journal of risk and financial management : JRFM 14 (2021) 1/3, pp. 1-31

We propose a novel multi-period trading model that allows portfolio managers to perform optimal portfolio allocation while incorporating their interpretable investment views. This model’s significant advantage is its intuitive and reactive design that incorporates the latest asset return...

Persistent link: https://www.econbiz.de/10012404153

Time stability of the impact of institutions on economic growth and real convergence of the EU countries: implications from the hidden Markov models analysis

Bernardelli, Michał; Prochniak, Mariusz; Witkowski, Bartosz - In: Equilibrium : quarterly journal of economics and … 16 (2021) 2, pp. 285-323

Persistent link: https://www.econbiz.de/10012604779

Approximate Bayesian estimation of stochastic volatility in mean models using Hidden Markov Models: empirical evidence from stock Latin American markets

Abanto-Valle, Carlos A.; Rodriguez, Gabriel; Castro … - 2021 - Primera edición

Persistent link: https://www.econbiz.de/10013170523

The determinants of inflation

Kinlaw, William; Kritzman, Mark; Metcalfe, Michael; … - In: Journal of investment management : JOIM 21 (2023) 3, pp. 29-41

Persistent link: https://www.econbiz.de/10014390436

On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19

Cremaschini, Alessandro; Punzón, Antonio; Martellucci, … - In: Applied economics 55 (2023) 32, pp. 3675-3688

Persistent link: https://www.econbiz.de/10014299197

Passenger engagement dynamics in ride-hailing services : a heterogeneous hidden Markov approach

Chen, Xian; Bai, Shuotian; Wei, Yongqin; Zhao, Yanhui; … - In: Transportation research / E : an international journal 171 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014250495