discrete-time models
Volatility Proxies for Discrete Time Models
... continuous time extensions of discrete time, daily volatility models, taking into account intraday ...of discrete time volatility ...possible discrete time ...
27
On the Equilibrium Without Loss in the Discrete Time Models of Economic Dynamics
... Note that the condition (14), that is necessary and sufficient condition of existence equilibrium prices without loss does not depend on the vector of distributed resources 3.. [r] ...
7
Discrete Time or Continuous Time, That is the Question: the Case of Samuelson’s Multiplier Accelerator Model
... use discrete-time models more than continuous-time model in economic modeling because, on the one hand, economic data are reported in terms of discrete-time such as annual data 、 ...
9
Discretization Model of Instantaneous Availability for Continuous-time Systems
... the discrete-time models or the continuous-time ones are better in the sense of more accuracy and less computation, we compare and analyze the approximation errors between the numerical ...
5
Identification of continuous-time models for nonlinear dynamic systems from discrete data
... of discrete time models has been well developed for both linear and nonlinear ...continuous time model is often favourable in some applications because of the inherent connection with physical ...
22
Ranking and Combining Volatility Proxies for Garch and Stochastic Volatility Models
... of discrete time volatility models, and to the quality of their parameter ...in discrete time models, rather than optimizing proxies as estimators of the quadratic ...
31
Counting innovations: Schumpeterian growth in discrete time
... unit time modelled as a Poisson process. When recast in discrete time, which is necessary for usual DSGE modelling, the simplifying properties of the Poisson process are lost, with potentially ...
10
Stability analysis and observer design for discrete time SEIR epidemic models
... hand, discrete-time models have gained substantial importance during the last years as the increasing number of papers concerning this type of models reveals ...in discrete-time ...
21
Global dynamics in a class of discrete time epidemic models with disease courses
... the discrete-time epidemic ...the discrete-time models than the continuous- time models; secondly, the discrete-time models have more wealthy ...
21
Stability of discrete time HIV dynamics models with three categories of infected CD4+ T cells
... dynamics models presented in the literature are given by systems of nonlinear differential ...continuous-time models are ...the discrete-time ...a discrete- time model ...
24
The Dynamic Behavior of a Discrete Vertical and Horizontal Transmitted Disease Model under Constant Vaccination
... of discrete-time models are not trivial analogues of their continuous ones and simple discrete-time models can even exhibit complex behavior (see [14]), moti- vated mainly by ...
15
Finite Alphabet Control of Logistic Networks with Discrete Uncertainty
... In this context, questions of stability, reachability and robustness naturally arise. Such questions have been previously considered in the control literature on production-distribution or multi-storage systems where the ...
14
Using Discrete Multiphysics Modelling to Assess the Effect of Calcification on Hemodynamic and Mechanical Deformation of Aortic Valve
... In this paper, we use Discrete Multi-Physics (DMP) [12–14] to develop a 3D model representing various stages of a calcification of the aortic valve. DMP has been extensively used in-silico medicine for modelling a ...
12
Patterns of consumption in a discrete choice model with asymmetric interactions
... We study the consumption behaviour of an asymmetric network of heterogeneous agents in the framework of discrete choice models with stochastic decision rules. We assume that the interactions among agents ...
12
Disability Insurance Benefits and Labor Supply Decisions: Evidence from a Discontinuity in Benefit Awards
... As a response to the unsustainable growth in DI costs and the exploding number of benefi- ciaries, policy makers have introduced various reforms addressing the incentive structure of the DI system. However, recent ...
46
Comparison of cohesive models in EDEM and LIGGGHTS for simulating powder compaction
... The discrete element method that Cundall and Strack proposed [20] is a numerical method that is capable of simulating the mechanical behaviour of a granular medium that is composed of an assembly of particles ...
18
A chain binomial model with immigration
... Thus, [Y t : t = 1, 2, 3, ...} is the sum of two independent processes; the branching process {St : t = 1, 2,3, ...} and the process [Ut : t = 1, 2,3, ...} . For the branching process the offspring counts at time ...
128
Multifractality, imperfect scaling and hydrological properties of rainfall time series simulated by continuous universal multifractal and discrete random cascade models
... The scope of the present study is to select and set up the most simple and possibly accurate MRC model that can sim- ulate synthetic series useful as input for rainfall-runoff mod- els. Thus, the focus is on the ...
18
Mathematical structures for modeling pest populations.
... Population processes are generally continuous in time and discrete in numbers, but are modeled as continuous in number and discrete in time.. The choice between discrete and continuous m[r] ...
23
DISCRETE EVENT SIMULATION OF DRIVER’S ROUTING BEHAVIOR RULE AT A ROAD INTERSECTION
... much time is wasted in traffic, by measuring the difference between the actual and desired time to traverse the intersection (Pakdamanian, Feng, and Kim ...
12