نتایج جستجو برای: semi markov model
تعداد نتایج: 2245528 فیلتر نتایج به سال:
Journal:
:Reliability Engineering & System Safety
2020
Journal:
:St. Petersburg Polytechnical University Journal: Physics and Mathematics
2016
Journal:
:Eksploatacja i Niezawodnosc - Maintenance and Reliability
2019
Journal:
:International Journal of Environmental Research and Public Health
2020
Journal:
:Mathematical Problems in Engineering
2016
Journal:
:Discrete Dynamics in Nature and Society
2015
Journal:
:SSRN Electronic Journal
2017
Journal:
:Journal of Software
2008
Journal:
:Financial Innovation
2023
Abstract We address the calibration issues of weighted-indexed semi-Markov chain (WISMC) model applied to high-frequency financial data. Specifically, we propose automate discretization price returns and volatility index by using four different approaches, two based on statistical quantities, namely, quantile sigma discretization, derived application popular machine learning algorithms, namely ...
Journal:
:IEICE Transactions on Information and Systems
2008
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