The asymmetric price volatility transmission issue in agricultural supply chains has been ignored the previous literature. This paper applies an asymmetrical MGARCH-BEKK model to investigate with application Chinese pork market. Additionally, we use Zivot–Andrews unit root test a structural break examine whether piglet, hog, and prices have breaks. results show that pork’s market breakpoint 200...

:هلاقم هصلاخ هداد حیضوت تیوضع عباوت ریداقم هلیسو هب تفج هب تفج هسیاقم هک ینامز یزاف یبتارم هلسلس لیلحترد اب یزافیراگزاس زا یفیرعت قیقحت نیا رد ،تسا هداس رایسب متسیس یراگزاس دروم رد ثحب،دوش یم ثعابو دنتسه رادروخرب یا هژیو تیمها زا یزاف یاه تبسن ،ًامازلا .دوش یم هئارا یراگزاس خرن نازیم یعضوم یاه تیولا تیوضع ریداقم اب یاه تیدودحم ناونع هب نینچمه ،دوش یم یراگزاسان خرن داجیا یدنب هبتر max-minیاه هعوم...

We analyze a fixed-point algorithm for reinforcement learning (RL) of optimal portfolio mean-variance preferences in the setting multivariate generalized autoregressive conditional-heteroskedasticity (MGARCH) with small penalty on trading. A numerical solution is obtained using neural network (NN) architecture within recursive RL loop. theorem proves that NN approximation error has big-oh bound...

We propose an extension of the continuum discretized coupled channels (CDCC) method, where the projectile is described by a microscopic cluster model. This microscopic generalization (MCDCC) relies only on nucleon-target interactions, and therefore presents an important predictive power. Core excitations can be included without any further parameter. As an example, we investigate the 7Li+208Pb ...

The reactions induced by the weakly bound Li projectile interacting with the intermediate mass target Co were investigated. Light charged particles singles and α-d coincidence measurements were performed at the near barrier energies Elab = 17.4, 21.5, 25.5 and 29.6 MeV. The main contributions of the different competing mechanisms are discussed. A statistical model analysis, ContinuumDiscretized...

The reactions induced by the weakly bound Li projectile interacting with the intermediate mass target Co were investigated. Light charged particles singles and α-d coincidence measurements were performed at the near barrier energies Elab = 17.4, 21.5, 25.5 and 29.6 MeV. The main contributions of the different competing mechanisms are discussed. A statistical model analysis, ContinuumDiscretized...