Search Results - subject:"Markov Models"

Stock market returns and climate risk in the US

Chen, Yiyang; Mamon, Rogemar; Spagnolo, Fabio; … - In: Journal of multinational financial management 77 (2025), pp. 1-20

Persistent link: https://www.econbiz.de/10015330166

Decoding the stock market dynamics in the banking sector : short versus long-term insights

Čeryová, Barbara; Árendáš, Peter - 2025

Persistent link: https://www.econbiz.de/10015359871

Markov-switching decision trees

Adam, Timo; Ötting, Marius; Michels, Rouven - In: AStA Advances in Statistical Analysis 108 (2024) 2, pp. 461-476

thereby bridges the gap between machine learning and statistics. In particular, we combine decision trees with hidden Markov … models where, for any time point, an underlying (hidden) Markov chain selects the tree that generates the corresponding …

Persistent link: https://www.econbiz.de/10015361273

Individual life insurance during epidemics

Francis, Laura; Steffensen, Mogens - In: Annals of actuarial science : publ. by the Institute of … 18 (2024) 1, pp. 152-175

Persistent link: https://www.econbiz.de/10014519976

The dual U.S. labor market uncovered

Ahn, Hie Joo; Hobijn, Bart; Şahin, Ayşegül - 2023

Aggregate U.S. labor market dynamics are well approximated by a dual labor market supplemented with a third, predominantly, home-production segment. We uncover this structure by estimating a Hidden Markov Model, a machine-learning method. The different market segments are identified through...

Persistent link: https://www.econbiz.de/10014480496