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ECONIS (ZBW)
2,092
RePEc
170
Other ZBW resources
1
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1
Dual sourcing under non-stationary demand and partial observability
Yee, Hannah
;
Van Staden, Heletjé E.
;
Boute, Robert N.
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 94-110
Persistent link: https://www.econbiz.de/10014456832
Saved in:
2
Balancing mixed-model assembly lines for random sequences
Sikora, Celso
- In:
European journal of operational research : EJOR
314
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014456885
Saved in:
3
Can portfolio construction considering ESG still gain high profits?
Davoodi, Shayan
;
Fereydooni, Ali
;
Rastegar, Mohammad Ali
- In:
Research in international business and finance
67
(
2024
)
A
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451514
Saved in:
4
Markov Decision Processes and Stochastic Positional Games : Optimal Control on Complex Networks
Lozovanu, Dmitrii
;
Pickl, Stefan
-
2024
This book presents recent findings and results concerning the solutions of especially finite state-space Markov decision problems and determining Nash equilibria for related stochastic games with average and total expected discounted reward payoffs. In addition, it focuses on a new class of...
Persistent link: https://www.econbiz.de/10014451769
Saved in:
5
Inventory cooperation strategies between one supplier and two recycling centers
Gao, Niu
;
Qu, Lin-Chi
;
Jiang, Yuan-Tao
- In:
Managerial and decision economics : MDE ; the …
45
(
2024
)
1
,
pp. 130-147
Persistent link: https://www.econbiz.de/10014443496
Saved in:
6
Wars, cartels and COVID-19 : regime switching in commodity prices
Caputo, Rodrigo
;
Ordóñez, Félix
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 338-345
Persistent link: https://www.econbiz.de/10014468840
Saved in:
7
Index measurement and analysis on spatial-temporal evolution of China's new economy based on the DPSIR model
Wen, Ting
;
Qi, Sinan
;
Qian, Yue
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 252-264
Persistent link: https://www.econbiz.de/10014446900
Saved in:
8
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
9
A time-dependent Markovian model of a limit order book
Chávez Casillas, Jonathan A.
- In:
Computational economics
63
(
2024
)
2
,
pp. 679-709
Persistent link: https://www.econbiz.de/10014472546
Saved in:
10
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
11
A general approximation method for optimal stopping and random delay
Chen, Pengzhan
;
Song, Yingda
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 5-35
Persistent link: https://www.econbiz.de/10014471139
Saved in:
12
On a regime switching illiquid high volatile prediction model for cryptocurrencies
El-Khatib, Youssef
;
Hatemi-J, Abdulnasser
- In:
Journal of economic studies
51
(
2024
)
2
,
pp. 485-498
Persistent link: https://www.econbiz.de/10014482773
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13
Strategic asset allocation with distorted beliefs
Chung, San-Lin
;
Hung, Mao-Wei
;
Wei, Tzu-Wen
;
Yeh, Chung-Ying
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 804-831
Persistent link: https://www.econbiz.de/10014446818
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14
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
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15
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
16
Predicting systemic financial risk with interpretable machine learning
Tang, Pan
;
Tang, Tiantian
;
Lu, Chennuo
- In:
The North American journal of economics and finance : a …
71
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014492046
Saved in:
17
Optimizing active surveillance for prostate cancer using partially observable Markov decision processes
Li, Weiyu
;
Denton, Brian T.
;
Morgan, Todd M.
- In:
European journal of operational research : EJOR
305
(
2023
)
1
,
pp. 386-399
Persistent link: https://www.econbiz.de/10013479208
Saved in:
18
Data-driven dynamic treatment planning for chronic diseases
Naumzik, Christof
;
Feuerriegel, Stefan
;
Nielsen, Anne …
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 853-867
Persistent link: https://www.econbiz.de/10013479335
Saved in:
19
Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation
Kirkby, J. Lars
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 961-978
Persistent link: https://www.econbiz.de/10013482166
Saved in:
20
Wind power prediction based on wind speed forecast using hidden Markov model
Jahromi, Khatereh Ghasvarian
;
Gharavian, Davood
; …
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 101-123
Persistent link: https://www.econbiz.de/10013465766
Saved in:
21
Are commodity futures a hedge against inflation? : a Markov-switching approach
Liu, Chunbo
;
Zhang, Xuan
;
Zhou, Zhiping
- In:
International review of financial analysis
86
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248412
Saved in:
22
Nonlinear relationship between monetary policy and stock returns : evidence from the U.S.
Chauvet, Marcelle
;
Jiang, Cheng
- In:
Global finance journal
55
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248590
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23
Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model
Lee, Chien-chiang
;
Lee, Hsiang-Tai
- In:
Global finance journal
55
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248631
Saved in:
24
Modelling oil price shocks and exchange rate behaviour in Nigeria : a regime-switching approach
Ayinde, Taofeek Olusola
;
Adeyemi, Farouq Adekunmi
; …
- In:
OPEC energy review
47
(
2023
)
1
,
pp. 71-83
Persistent link: https://www.econbiz.de/10014250775
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25
Disaster world
Pynadath, David V.
;
Dilkina, Bistra
;
Jeong, David C.
; …
- In:
Computational & mathematical organization theory
29
(
2023
)
1
,
pp. 84-117
Persistent link: https://www.econbiz.de/10014251650
Saved in:
26
Screening for preclinical Alzheimer's disease : deriving optimal policies using a partially observable Markov model
Önen Dumlu, Zehra
;
Sayın, Serpil
;
Gürvit, İbrahim Hakan
- In:
Health care management science : a new journal serving …
26
(
2023
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014251918
Saved in:
27
Non-cooperative bargaining with unsophisticated agents
Trejo, Kristal K.
;
Juarez, Ruben
;
Clempner, Julio B.
; …
- In:
Computational economics
61
(
2023
)
3
,
pp. 937-974
Persistent link: https://www.econbiz.de/10014252096
Saved in:
28
Extracting rules via Markov chains for cryptocurrencies returns forecasting
Felix do Nascimento, Kerolly Kedma
;
Santos, Fábio …
- In:
Computational economics
61
(
2023
)
3
,
pp. 1095-1114
Persistent link: https://www.econbiz.de/10014252144
Saved in:
29
A dynamic mechanism design for controllable and ergodic Markov games
Clempner, Julio B.
- In:
Computational economics
61
(
2023
)
3
,
pp. 1151-1171
Persistent link: https://www.econbiz.de/10014252165
Saved in:
30
Financial stability and monetary policy of the Central Bank of West African Countries : a Markov-Switching model
Houngbédji, Honoré Sèwanoundé
;
Bassongui, Nassibou
- In:
Journal of economic studies
50
(
2023
)
3
,
pp. 525-543
Persistent link: https://www.econbiz.de/10014252412
Saved in:
31
Constrained portfolio strategies in a regime-switching economy
Lewin, Marcelo
;
Campani, Carlos Heitor
- In:
Financial markets and portfolio management
37
(
2023
)
1
,
pp. 27-59
Persistent link: https://www.econbiz.de/10014252601
Saved in:
32
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
33
Dynamic asset allocation with multiple regime-switching markets
Shi, Jianmin
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1741-1755
Persistent link: https://www.econbiz.de/10014253444
Saved in:
34
Dynamic spillover analysis of international and Turkish food prices
Ertuğrul, Hasan Murat
;
Seven, Ünal
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1918-1928
Persistent link: https://www.econbiz.de/10014253462
Saved in:
35
The euro to dollar exchange rate in the Covid-19 era : evidence from spectral causality and Markov-switching estimation
Konstantakis, Konstantinos N.
;
Melissaropoulos, Ioannis G.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 2037-2055
Persistent link: https://www.econbiz.de/10014253649
Saved in:
36
A multi-objective constrained partially observable Markov decision process model for breast cancer screening
Helmeczi, Robert Kraig
;
Kavaklioglu, Can
;
Cevik, Mucahit
; …
- In:
Operational research : an international journal
23
(
2023
)
2
,
pp. 1-42
Persistent link: https://www.econbiz.de/10014265726
Saved in:
37
From prediction to decision : optimizing long-term care placements among older delayed discharge patients
Chuang, Ya-Tang
;
Zargoush, Manaf
;
Ghazalbash, Somayeh
; …
- In:
Production and operations management : the flagship …
32
(
2023
)
4
,
pp. 1041-1058
Persistent link: https://www.econbiz.de/10014266230
Saved in:
38
The impact of the Russian-Ukrainian war on global financial markets
Izzeldin, Marwan
;
Muradoğlu, Gülnur
;
Pappas, Vasileios
; …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014457520
Saved in:
39
Integrated optimisation of pricing, manufacturing, and procurement decisions of a make-to-stock system operating in a fluctuating environment
Karabağ, Oktay
;
Gökgür, Burak
- In:
International journal of production research
61
(
2023
)
24
,
pp. 8423-8450
Persistent link: https://www.econbiz.de/10014454447
Saved in:
40
Heuristic algorithm for nested Markov decision process : solution quality and computational complexity
Fianu, Sefakor
;
Davis, Lauren Berrings
- In:
Computers & operations research : and their …
159
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014455597
Saved in:
41
Robustness and sample complexity of model-based marl for general-sum markov games
Subramanian, Jayakumar
;
Sinha, Amit
;
Mahajan, Aditya
- In:
Dynamic games and applications : DGA
13
(
2023
)
1
,
pp. 56-88
Persistent link: https://www.econbiz.de/10014225776
Saved in:
42
Provably efficient reinforcement learning in decentralized general-sum markov games
Mao, Weichao
;
Başar, Tamer
- In:
Dynamic games and applications : DGA
13
(
2023
)
1
,
pp. 165-186
Persistent link: https://www.econbiz.de/10014225780
Saved in:
43
News-based uncertainty measures and returns on prices of precious metals : evidence from regime switching and time-varying causality approach
Adeosun, Opeoluwa Adeniyi
;
Adeosun, Olumide Adeola
; …
- In:
Journal of economic studies
50
(
2023
)
2
,
pp. 173-200
Persistent link: https://www.econbiz.de/10014226466
Saved in:
44
The predictive power of financial stress on the financial markets dynamics : hidden Markov model
Soltani, Hayet
;
Abbes, Mouna Boujelbène
- In:
Journal of economics and finance : JEF
47
(
2023
)
1
,
pp. 94-115
Persistent link: https://www.econbiz.de/10014227693
Saved in:
45
Multivariate regime switching model estimation and asset allocation
Zheng, Kai
;
Xu, Weidong
;
Zhang, Xili
- In:
Computational economics
61
(
2023
)
1
,
pp. 165-196
Persistent link: https://www.econbiz.de/10014228420
Saved in:
46
Finite-state Markov chains with flexible distributions
Lkhagvasuren, Damba
;
Bataa, Erdenebat
- In:
Computational economics
61
(
2023
)
2
,
pp. 611-644
Persistent link: https://www.econbiz.de/10014228455
Saved in:
47
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
Saved in:
48
Optimal portfolio execution with a Markov chain approximation approach
Chen, Jingnan
;
Feng, Liming
;
Peng, Jiming
;
Zhang, Yu
- In:
IMA journal of management mathematics
34
(
2023
)
1
,
pp. 165-186
Persistent link: https://www.econbiz.de/10013541854
Saved in:
49
Not all bull and bear markets are alike : insights from a five-state hidden semi-Markov model
Zakamulin, Valeriy
- In:
Risk management : an international journal
25
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10013490816
Saved in:
50
Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation
Meier, Christian
;
Li, Lingfei
;
Zhang, Gongqiu
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1292-1308
Persistent link: https://www.econbiz.de/10013498792
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