Stochastic State-Space Model - Articles - Scientific Research Publishing

The Stochastic Volatility Model, Regime Switching and Value-at-Risk (VaR) in International Equity Markets (Articles)

Ata Assaf

Journal of Mathematical Finance Vol.7 No.2, May 31, 2017

DOI: 10.4236/jmf.2017.72026 2,317 Downloads 6,080 Views Citations
Stochastic Model of Rural Agribusiness Supply Chain: A Case Study of Gatsibo District (Articles)

Exode Rukundo

Modern Economy Vol.13 No.3, March 21, 2022

DOI: 10.4236/me.2022.133021 425 Downloads 1,718 Views Citations
EURIBOR Market Modeling and Monte Carlo Pricing of Caps Interest Rate Derivatives (Articles)

Enock N. Mokaya

Journal of Mathematical Finance Vol.16 No.2, May 14, 2026

DOI: 10.4236/jmf.2026.162007 44 Downloads 277 Views Citations
The Algorithms for MEM Stochastic User Equilibrium Model (Articles)

Baolong Liu, Zhonghui Xue, Yazheng Dang, Junxiang Li

Open Access Library Journal Vol.6 No.10, October 14, 2019

DOI: 10.4236/oalib.1105800 441 Downloads 2,090 Views Citations
Stochastic Model for the Spread of the COVID-19 Virus (Articles)

Majdi Elhiwi

Applied Mathematics Vol.12 No.1, January 29, 2021

DOI: 10.4236/am.2021.121003 1,173 Downloads 3,761 Views Citations
Development of Genetic Algorithm (GA) Based Optimized PID Controller for Stability Analysis of DC-DC Buck Converter (Articles)

Mirza Muntasir Nishat, Fahim Faisal, Anik Jawad Evan, Md. Moshiour Rahaman, Md. Sadman Sifat, H. M. Fazle Rabbi

Journal of Power and Energy Engineering Vol.8 No.9, September 11, 2020

DOI: 10.4236/jpee.2020.89002 1,788 Downloads 4,489 Views Citations
Simplified Method of Stability Analysis of Nonlinear Systems without Using of Lyapunov Concept (Articles)

Tarek Benmiloud

Journal of Applied Mathematics and Physics Vol.11 No.4, April 28, 2023

DOI: 10.4236/jamp.2023.114069 319 Downloads 1,464 Views Citations
Theoretics on the Indeterminacy of Economic Decisions (Articles)

Samuel I. Egwunatum, Justina C. Oboreh

Theoretical Economics Letters Vol.13 No.2, April 30, 2023

DOI: 10.4236/tel.2023.132021 270 Downloads 1,041 Views Citations
Integrating Volatility Models within State Space Frameworks for Commodity Return Analysis (Articles)

Kisswell Basira, Lawrence Dhliwayo, Florance Matarise

Journal of Financial Risk Management Vol.14 No.3, August 15, 2025

DOI: 10.4236/jfrm.2025.143012 124 Downloads 632 Views Citations
Using Artificial Neural-Networks in Stochastic Differential Equations Based Software Reliability Growth Modeling (Articles)

Sunil Kumar Khatri, Prakriti Trivedi, Shiv Kant, Nisha Dembla

Journal of Software Engineering and Applications Vol.4 No.10, October 11, 2011

DOI: 10.4236/jsea.2011.410070 5,821 Downloads 11,134 Views Citations
Stochastic Binary Neural Networks for Qualitatively Robust Predictive Model Mapping (Articles)

A. T. Burrell, P. Papantoni-Kazakos

International Journal of Communications, Network and System Sciences Vol.5 No.9A, September 18, 2012

DOI: 10.4236/ijcns.2012.529070 3,438 Downloads 6,323 Views Citations
This article belongs to the Special Issue on Models and Algorithms for Applications
Relationship between Maximum Principle and Dynamic Programming in Stochastic Differential Games and Applications (Articles)

Jingtao Shi

American Journal of Operations Research Vol.3 No.6, October 24, 2013

DOI: 10.4236/ajor.2013.36043 6,307 Downloads 10,610 Views Citations
On Diagnostics in Stochastic Restricted Linear Regression Models (Articles)

Shuling Wang, Man Liu, Xiaohong Deng

Open Journal of Statistics Vol.4 No.9, October 15, 2014

DOI: 10.4236/ojs.2014.49071 4,025 Downloads 5,551 Views Citations
A Stochastic SVIR Model for Measles (Articles)

Moussa Seydou, Ousmane Moussa Tessa

Applied Mathematics Vol.12 No.3, March 30, 2021

DOI: 10.4236/am.2021.123013 665 Downloads 2,309 Views Citations
Reducing Stochastic Discrete Models of Biochemical Networks (Articles)

Samaneh Gholami, Silvana Ilie

Applied Mathematics Vol.12 No.5, May 31, 2021

DOI: 10.4236/am.2021.125031 408 Downloads 1,405 Views Citations
Asymptotic Analysis of a Stochastic Model of Mosquito-Borne Disease with the Use of Insecticides and Bet Nets (Articles)

Boubacar Sidiki Kouyaté, Modeste N’zi

Journal of Applied Mathematics and Physics Vol.12 No.1, January 31, 2024

DOI: 10.4236/jamp.2024.121024 274 Downloads 879 Views Citations
Iterated Logarithm Laws on GLM Randomly Censored with Random Regressors and Incomplete Information (Articles)

Qiang Zhu, Zhihong Xiao, Guanglian Qin, Fang Ying

Applied Mathematics Vol.2 No.3, March 24, 2011

DOI: 10.4236/am.2011.23043 4,684 Downloads 8,742 Views Citations
An Energy-Based Stochastic Model for Wireless Sensor Networks (Articles)

Yuhong Zhang, Wei Li

Wireless Sensor Network Vol.3 No.9, September 19, 2011

DOI: 10.4236/wsn.2011.39035 6,716 Downloads 12,191 Views Citations
Stochastic Volatility Jump-Diffusion Model for Option Pricing (Articles)

Nonthiya Makate, Pairote Sattayatham

Journal of Mathematical Finance Vol.1 No.3, November 8, 2011

DOI: 10.4236/jmf.2011.13012 5,788 Downloads 12,922 Views Citations
Joint Characteristic Function of Stock Log-Price and Squared Volatility in the Bates Model and Its Asset Pricing Applications (Articles)

Oleksandr Zhylyevskyy

Theoretical Economics Letters Vol.2 No.4, November 1, 2012

DOI: 10.4236/tel.2012.24074 4,862 Downloads 8,142 Views Citations

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