Zobrazeno 1 - 10
of 378
pro vyhledávání: '"Li, Junye"'
We explore tree-based macroeconomic regime-switching in the context of the dynamic Nelson-Siegel (DNS) yield-curve model. In particular, we customize the tree-growing algorithm to partition macroeconomic variables based on the DNS model's marginal li
Externí odkaz:
http://arxiv.org/abs/2408.12863
Publikováno v:
In Applied Thermal Engineering 1 November 2024 256
Publikováno v:
In Vacuum October 2024 228
Most solved dynamic structural macrofinance models are non-linear and/or non-Gaussian state-space models with high-dimensional and complex structures. We propose an annealed controlled sequential Monte Carlo method that delivers numerically stable an
Externí odkaz:
http://arxiv.org/abs/2201.01094
Publikováno v:
In Surface & Coatings Technology 29 February 2024 478
Publikováno v:
In Applied Thermal Engineering 10 January 2024 236 Part D
Publikováno v:
In Materials Characterization January 2024 207
Publikováno v:
In International Journal of Heat and Mass Transfer January 2024 218
Publikováno v:
In Biomimetic Intelligence and Robotics December 2023 3(4)