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Results for Markov chain; Total 13

Title

Distributional Approximation of Asset Returns with Nonparametric Markovian Trees

Author

Gaetano Iaquinta, Sergio Ortobelli Lozza

Citation

Vol. 6  No. 11  pp. 69-74

Keywords

Computational complexity, Markov chain, return distribution, financial applications.


Title

Portfolio Selection and Risk Management with Markov Chains

Author

Arturo Leccadito, Sergio Ortobelli Lozza, Emilio Russo

Citation

Vol. 7  No. 6  pp. 115-123

Keywords

Markov chain, Portfolio theory, VaR and CVaR models


Title

A Probabilistic Behavioral Model for Selfish Neighbors in a Wireless Ad Hoc Network

Author

K. Komathy, P. Narayanasamy

Citation

Vol. 7  No. 7  pp. 77-83

Keywords

Co-operation, Selfishness, Reputation, Trust, Ad Hoc routing, Markov Chain


Title

Statistical Prediction Based on Estimation of Conditional Density

Author

K Koteswara Rao, P.Veerabhadra Rao, V.Venkat, GSVP Raju

Citation

Vol. 8  No. 4  pp. 198-211

Keywords

Statistical prediction, unbiased ness, Sufficiency, smoothing, univariate time series, Autoregressive, Markov chains


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