结果：找到“Markov”相关内容722个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
Bayesian inference problem, MCMC(Markov Chains Monte Carlo )and variational inf2 个回复 - 1017 次查看 Bayesian inference problem, MCMC(Markov Chains Monte Carlo )and variational inference Bayesian inference problem, MCMC(Markov Chains Monte Carlo )and variational inference Bayesian inference ...2022-5-21 17:51 - Lala-20200 - 现金交易版
【合集】农业数据;国家一二三产业产值;国家省市人均GDP0 个回复 - 849 次查看 一、各地级市一二三产业产值及GDP数据数据来源：各地统计局数据时间跨度：1999-2019年区域范围：全国各地级市二、省、市、县人均GDP数据数据来源：地方统计局时间跨度：全国（1952-2020年）；各省份（1949-2020年）； ...2022-3-26 13:11 - tangqianhu - 现金交易版
随机过程：课件+期末复习试题0 个回复 - 842 次查看 随机过程：课件+期末复习试题 1.1.1事件域与慨率.ppt 1.1.2概率性质与事件独立性.ppt 1.2.1常见随机变量分布.ppt 1.2.2随机向量分布与随机变量独立性，ppt 1.3.1数学期望与协方差.ppt 1.4.1特征函数定义与 ...2022-2-20 18:27 - mujahida01 - 现金交易版
Hidden Markov Models for Time Series_ An Introduction Using R
10 个回复 - 2178 次查看 Contents Preface xxi Preface to first edition xxiii Notation and abbreviations xxvii I Model structure, properties and methods 1 1 Preliminaries: mixtures and Markov chains 3 1.1 I ...2018-11-20 05:20 - kukenghuqian - 微观经济学
10 个回复 - 2178 次查看 Contents Preface xxi Preface to first edition xxiii Notation and abbreviations xxvii I Model structure, properties and methods 1 1 Preliminaries: mixtures and Markov chains 3 1.1 I ...2018-11-20 05:20 - kukenghuqian - 微观经济学
Markov Chains: From Theory to Implementation and Experimentation
68 个回复 - 3625 次查看 Paul A. Gagniuc English | ISBN: 1119387558 | 2017 | 256 pages | PDF | 17 MB A fascinating and instructive guide to Markov chains for experienced users and newcomers alike This unique guide to M ...2017-7-16 13:01 - igs816 - 经管书评
68 个回复 - 3625 次查看 Paul A. Gagniuc English | ISBN: 1119387558 | 2017 | 256 pages | PDF | 17 MB A fascinating and instructive guide to Markov chains for experienced users and newcomers alike This unique guide to M ...2017-7-16 13:01 - igs816 - 经管书评
免費 Handbook of Markov Chain Monte Carlo
67 个回复 - 18402 次查看 Handbook of Markov Chain Monte Carlo (Chapman & Hall/CRC Handbooks of Modern Statistical Methods)Steve Brooks (Editor), Andrew Gelman (Editor), Galin Jones (Editor), Xiao-Li Meng (Editor) ...2012-11-3 22:56 - martinnyj - 金融学（理论版）
67 个回复 - 18402 次查看 Handbook of Markov Chain Monte Carlo (Chapman & Hall/CRC Handbooks of Modern Statistical Methods)Steve Brooks (Editor), Andrew Gelman (Editor), Galin Jones (Editor), Xiao-Li Meng (Editor) ...2012-11-3 22:56 - martinnyj - 金融学（理论版）
Treeage Pro 2011应用培训+Markov model 模型+工具软件3 个回复 - 2313 次查看 Treeage Pro 2011应用培训+Markov model 模型+工具软件 1. HeathcareTraining-Markov model.pptx 2.HeathcareTraining-应用与操作.pptx 3.Markov模型简介以及如何采用Treeage Pro软件进行基于Markov模型的卫 ...2020-2-10 13:13 - Mujahida - 现金交易版
马尔可夫区制转换向量自回归模型，matlab程序，markov
34 个回复 - 12983 次查看 看了论坛里一些程序，要么太贵，要么有bug跑不出结果，所以自己动手做了一个，价格也不贵~~~自己做论文已经反复用过，没问题的 好东西就应该跟大家分享~~~当是为最近投论文攒人品了~~~2013-11-7 10:36 - emily829514 - MATLAB等数学软件专版
34 个回复 - 12983 次查看 看了论坛里一些程序，要么太贵，要么有bug跑不出结果，所以自己动手做了一个，价格也不贵~~~自己做论文已经反复用过，没问题的 好东西就应该跟大家分享~~~当是为最近投论文攒人品了~~~2013-11-7 10:36 - emily829514 - MATLAB等数学软件专版
Markov Regime Switching Models的matlab程序2015版
9 个回复 - 4121 次查看 Marcelo Perlin开发的matlab package最新版, 具体程序见附件 code网址：https://sites.google.com/site/ma ... ng-models-in-matlab pdf格式的使用说明，网址：http://papers.ssrn.com/sol3/papers.cfm?abstr ...2016-9-18 17:25 - 葛新龙 - MATLAB等数学软件专版
9 个回复 - 4121 次查看 Marcelo Perlin开发的matlab package最新版, 具体程序见附件 code网址：https://sites.google.com/site/ma ... ng-models-in-matlab pdf格式的使用说明，网址：http://papers.ssrn.com/sol3/papers.cfm?abstr ...2016-9-18 17:25 - 葛新龙 - MATLAB等数学软件专版
Markov Decision Processes 副标题: Discrete Stochastic Dynamic Progra
6 个回复 - 2693 次查看 RT2011-10-17 11:14 - 子飞鱼 - 悬赏大厅
6 个回复 - 2693 次查看 RT2011-10-17 11:14 - 子飞鱼 - 悬赏大厅
马尔可夫，Markov,MSVAR,HMM： 模型，程序代码命令，实证分析案例解读7 个回复 - 3527 次查看 马尔可夫，Markov,MSVAR，HMM： 模型，程序代码命令，实证分析案例解读 马尔可夫模型 2[1].dps 对经典隐马尔可夫模型学习算法的改进.pdf 沪综指走势的马尔可夫链模型预测.pdf 基于加权马尔可夫链的降水预测 ...2020-4-21 11:32 - Lotus_ss - 现金交易版
马氏链模型在金融大数据数学模型中的应用，Markov chain1 个回复 - 1160 次查看 马氏链模型在金融大数据数学模型中的应用，Markov chain，视频讲解 马氏链模型在金融大数据数学模型中的应用，Markov chain 马氏链模型在金融大数据数学模型中的应用，Markov chain 马氏链模型在金融大数据数学模 ...2020-7-20 12:40 - lotus_sss - 现金交易版
Markov-Switching-midas程序代码
2 个回复 - 1367 次查看 大家有Markov-Switching-midas的程序希望可以分享！！！2021-1-29 00:58 - 8692315120 - MATLAB等数学软件专版
2 个回复 - 1367 次查看 大家有Markov-Switching-midas的程序希望可以分享！！！2021-1-29 00:58 - 8692315120 - MATLAB等数学软件专版
[求助]markov switching，数据不连续为特定日期的日度数据，可以直接用序号做tsset吗
1 个回复 - 422 次查看 如图所示，想用马尔科夫区制转移模型，但是时间间隔太大且间隔不一致，可以直接将序号n作为时间变量回归吗？2021-10-10 19:30 - 初级smc - Stata专版
1 个回复 - 422 次查看 如图所示，想用马尔科夫区制转移模型，但是时间间隔太大且间隔不一致，可以直接将序号n作为时间变量回归吗？2021-10-10 19:30 - 初级smc - Stata专版
eviews8 的新功能Markov Switching AR马尔科夫转换向量自回归模型，求解释
14 个回复 - 13423 次查看 菜鸟本人，问这里的AR(1), AR(2)... 是什么，怎么求？ 如果用模型ms-var, 又该如何处理。2013-10-13 04:24 - h07xiaqi - EViews专版
14 个回复 - 13423 次查看 菜鸟本人，问这里的AR(1), AR(2)... 是什么，怎么求？ 如果用模型ms-var, 又该如何处理。2013-10-13 04:24 - h07xiaqi - EViews专版
经对A股市场上个股及上证指数数据，Markov 模型应用in Matlab1 个回复 - 599 次查看 经对A股市场上个股及上证指数数据，Markov 模型应用in Matlab 经对A股市场上个股及上证指数数据，Markov 模型应用in Matlab 经对A股市场上个股及上证指数数据，Markov 模型应用in Matlab 经对A股市场上个 ...2021-11-7 19:38 - Kathy-202109 - 现金交易版
Markov-switching DSGE with Zero Lower Bound
40 个回复 - 16541 次查看 今天用一个标准中型新凯恩斯DSGE模型做了一下当遇到如本次金融危机利率零下限时候的样子，附图分别是给予一个负的需求冲击，一个正的ZF支出冲击和一个正的技术冲击。供大家一起学习讨论吧。（附：regime1是表示正常情 ...2013-12-12 16:57 - richardgu26 - 宏观经济学
40 个回复 - 16541 次查看 今天用一个标准中型新凯恩斯DSGE模型做了一下当遇到如本次金融危机利率零下限时候的样子，附图分别是给予一个负的需求冲击，一个正的ZF支出冲击和一个正的技术冲击。供大家一起学习讨论吧。（附：regime1是表示正常情 ...2013-12-12 16:57 - richardgu26 - 宏观经济学
markov chains (Norris)
2 个回复 - 1814 次查看 markov chains (Norris)2015-4-11 22:36 - liuyuchun-cumt - 经济金融数学专区
2 个回复 - 1814 次查看 markov chains (Norris)2015-4-11 22:36 - liuyuchun-cumt - 经济金融数学专区
用贝叶斯与MCMC对动态模型的参数估计视频讲解，Bayesian & MCMC，Markov Chain3 个回复 - 1255 次查看 用贝叶斯与MCMC对动态模型的参数估计视频讲解，Bayesian & MCMC，Markov Chain Monte Carlo Using Bayesian MCMC for Dynamic Model Parameter Estimation 用贝叶斯与MCMC对动态模型的参数估计视频讲解，Bayesia ...2020-6-30 15:49 - lotus_sss - 现金交易版
MARKOV模型应用分析 in Matlab12 个回复 - 2110 次查看 MARKOV模型应用分析 in Matlab MARKOV模型应用分析 in Matlab MARKOV模型应用分析 in Matlab MARKOV模型应用分析 in Matlab MARKOV模型应用分析 in Matlab MARKOV模型应用分析 in Matlab MARKOV模型应用分析 ...2020-7-25 10:19 - Tiger-like - 现金交易版
【应用】 Hidden Markov Models for Time Series: An Introduction Using R (2016, 2e
74 个回复 - 8776 次查看 Hidden Markov Models for Time Series: An Introduction Using R, Second Edition Walter Zucchini, Iain L. MacDonald, Roland Langrock Hidden Markov Models for Time Series: An Introduction Using ...2016-12-9 13:02 - cmwei333 - R语言论坛
74 个回复 - 8776 次查看 Hidden Markov Models for Time Series: An Introduction Using R, Second Edition Walter Zucchini, Iain L. MacDonald, Roland Langrock Hidden Markov Models for Time Series: An Introduction Using ...2016-12-9 13:02 - cmwei333 - R语言论坛
效率测算、Dagum 基尼系数、QAP回归、空间马尔科夫链Markov
11 个回复 - 5266 次查看 本人在论文写作过程中学习了一些方法，可帮忙指导代算，包括： DEAmax软件各种效率（期望、非期望、全局）测算 全局莫兰指数、局部莫兰指数及其散点图 Dagum基尼系数及其子群分解、 kernel密度估计、 空间马尔可 ...2022-1-17 10:29 - yanjiatang7 - 计量经济学与统计软件
11 个回复 - 5266 次查看 本人在论文写作过程中学习了一些方法，可帮忙指导代算，包括： DEAmax软件各种效率（期望、非期望、全局）测算 全局莫兰指数、局部莫兰指数及其散点图 Dagum基尼系数及其子群分解、 kernel密度估计、 空间马尔可 ...2022-1-17 10:29 - yanjiatang7 - 计量经济学与统计软件
求助！R语言如何进行Markov模拟
1 个回复 - 1219 次查看 求助论坛各位老师！R语言要如何进行Markov模拟和药物经济学的成本效果分析 有参考书推荐或者有代码分享吗？2018-1-29 10:16 - arigcelins - R语言论坛
1 个回复 - 1219 次查看 求助论坛各位老师！R语言要如何进行Markov模拟和药物经济学的成本效果分析 有参考书推荐或者有代码分享吗？2018-1-29 10:16 - arigcelins - R语言论坛
Markov Process for Stochastic Modeling 2nd (高清可印刷版）
5 个回复 - 1937 次查看 Markov Process for Stochastic Modeling, 随机过程基础书籍，涵盖 hiddden markov process, point markov process, Markovian arrival Process, Markovian control process etc. 刚开始学习随机过程的人，看这本书容 ...2014-10-10 11:40 - danhan1991 - MATLAB等数学软件专版
5 个回复 - 1937 次查看 Markov Process for Stochastic Modeling, 随机过程基础书籍，涵盖 hiddden markov process, point markov process, Markovian arrival Process, Markovian control process etc. 刚开始学习随机过程的人，看这本书容 ...2014-10-10 11:40 - danhan1991 - MATLAB等数学软件专版
马尔科夫链蒙特卡诺，Markov Chain Monte carlo：学习课件+视频讲解2 个回复 - 1475 次查看 马尔科夫链蒙特卡诺，Markov Chain Monte carlo：学习课件+视频讲解 马尔科夫链蒙特卡诺，Markov Chain Monte carlo：学习课件+视频讲解 马尔科夫链蒙特卡诺，Markov Chain Monte carlo：学习课件+视频讲解 马尔 ...2020-11-10 14:50 - Fu-pear - 现金交易版
Partially Observed Markov Decision Processes
4 个回复 - 1774 次查看 Covering formulation, algorithms, and structural results, and linking theory to real-world applications in controlled sensing (including social learning, adaptive radars and sequential detection), thi ...2018-7-27 14:43 - nivastuli - 博弈论
4 个回复 - 1774 次查看 Covering formulation, algorithms, and structural results, and linking theory to real-world applications in controlled sensing (including social learning, adaptive radars and sequential detection), thi ...2018-7-27 14:43 - nivastuli - 博弈论
Markov Chains
5 个回复 - 811 次查看 【作者(必填)】Authors: Douc, R., Moulines, E., Priouret, P., Soulier, P. 【文题(必填)】Markov Chains 【年份(必填)】2018 【全文链接或数据库名称(选填)】https://link.springer.com/book/10.1007/978-3- ...2018-12-11 18:22 - nivastuli - 求助成功区
5 个回复 - 811 次查看 【作者(必填)】Authors: Douc, R., Moulines, E., Priouret, P., Soulier, P. 【文题(必填)】Markov Chains 【年份(必填)】2018 【全文链接或数据库名称(选填)】https://link.springer.com/book/10.1007/978-3- ...2018-12-11 18:22 - nivastuli - 求助成功区
Numerical Methods for Structured Markov Chains
3 个回复 - 1156 次查看 Intersecting two large research areas–numerical analysis and applied probability/quering theory–this book is a self -contained introduction to the numerical solution of structured Markov chains, whi ...2019-7-16 07:13 - nivastuli - 博弈论
3 个回复 - 1156 次查看 Intersecting two large research areas–numerical analysis and applied probability/quering theory–this book is a self -contained introduction to the numerical solution of structured Markov chains, whi ...2019-7-16 07:13 - nivastuli - 博弈论
Markov Processes Characterization and Convergence
5 个回复 - 931 次查看 进一步学习随机过程的参考书2019-3-19 00:58 - 月有阴晴胖瘦 - Forum
5 个回复 - 931 次查看 进一步学习随机过程的参考书2019-3-19 00:58 - 月有阴晴胖瘦 - Forum
分享An Introduction to Markov Processes
3 个回复 - 2116 次查看 Provides a more accessible introduction than other books on Markov processes by emphasizing the structure of the subject and avoiding sophisticated measure theoryLeads the reader to a rigorous underst ...2015-4-15 23:05 - lasgpope - Forum
3 个回复 - 2116 次查看 Provides a more accessible introduction than other books on Markov processes by emphasizing the structure of the subject and avoiding sophisticated measure theoryLeads the reader to a rigorous underst ...2015-4-15 23:05 - lasgpope - Forum
Cycle Representations of Markov Processes
9 个回复 - 1714 次查看 This book is a prototype providing new insight into Markovian dependence via the cycle decompositions. It presents a systematic account of a class of stochastic processes known as cycle (or circuit) p ...2015-4-19 14:51 - lasgpope - 量化投资
9 个回复 - 1714 次查看 This book is a prototype providing new insight into Markovian dependence via the cycle decompositions. It presents a systematic account of a class of stochastic processes known as cycle (or circuit) p ...2015-4-19 14:51 - lasgpope - 量化投资
Controlled Markov Processes and Viscosity Solutions
10 个回复 - 2621 次查看 This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control p ...2015-4-19 14:53 - lasgpope - 量化投资
10 个回复 - 2621 次查看 This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control p ...2015-4-19 14:53 - lasgpope - 量化投资
General theory of Markov processes
17 个回复 - 3010 次查看 Product Details [*]Series: Pure and Applied Mathematics (Book 133) [*]Hardcover: 410 pages [*]Publisher: Academic Press (September 11, 1988) [*]Language: English [*]ISBN-10: 0126390606 [*]ISBN ...2015-5-23 05:13 - lasgpope - 量化投资
17 个回复 - 3010 次查看 Product Details [*]Series: Pure and Applied Mathematics (Book 133) [*]Hardcover: 410 pages [*]Publisher: Academic Press (September 11, 1988) [*]Language: English [*]ISBN-10: 0126390606 [*]ISBN ...2015-5-23 05:13 - lasgpope - 量化投资
Markov_processes_and_applications__Algorithms,_networks,_genome_and_finance
3 个回复 - 1367 次查看 Markov_processes_and_applications__Algorithms,_networks,_genome_and_finance-Wiley(2009)(Etienne_Pardoux)2016-3-19 16:08 - 天狮 - 计量经济学与统计软件
3 个回复 - 1367 次查看 Markov_processes_and_applications__Algorithms,_networks,_genome_and_finance-Wiley(2009)(Etienne_Pardoux)2016-3-19 16:08 - 天狮 - 计量经济学与统计软件
[马尔科夫链]Markov Processes I by E. B. Dynkin
116 个回复 - 15780 次查看 The modem theory of Markov processes has its origins in the studies of A. A. MARKOV (1906-1907) on sequences of experiments "connected in a chain" and in the attempts to describe mathematically the ph ...2015-7-10 00:01 - lasgpope - 量化投资
116 个回复 - 15780 次查看 The modem theory of Markov processes has its origins in the studies of A. A. MARKOV (1906-1907) on sequences of experiments "connected in a chain" and in the attempts to describe mathematically the ph ...2015-7-10 00:01 - lasgpope - 量化投资
Poisson Point Processes and Their Application to Markov Processes 1st ed.
24 个回复 - 3770 次查看 Poisson Point Processes and Their Application to Markov Processes An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dime ...2015-12-28 12:29 - exuan1991 - 经济金融数学专区
24 个回复 - 3770 次查看 Poisson Point Processes and Their Application to Markov Processes An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dime ...2015-12-28 12:29 - exuan1991 - 经济金融数学专区
Markov Chains and Stochastic Stability
25 个回复 - 7191 次查看 http://www.amazon.com/Stochastic-Stability-Cambridge-Mathematical-Library/dp/0521731828 Markov Chains and Stochastic Stability (Cambridge Mathematical Library) By Sean Meyn, Richard L ...2009-7-16 01:15 - wesker1999 - 经济金融数学专区
25 个回复 - 7191 次查看 http://www.amazon.com/Stochastic-Stability-Cambridge-Mathematical-Library/dp/0521731828 Markov Chains and Stochastic Stability (Cambridge Mathematical Library) By Sean Meyn, Richard L ...2009-7-16 01:15 - wesker1999 - 经济金融数学专区
Markov Chain Monte Carlo in practice 免费PDF版
9 个回复 - 3631 次查看 论坛Markov Chain Monte Carlo in practice 电子文件多为DIVU格式，下载后费时间解码。特免费传送PDF格式。2012-7-15 14:07 - sailorcai - 计量经济学与统计软件
9 个回复 - 3631 次查看 论坛Markov Chain Monte Carlo in practice 电子文件多为DIVU格式，下载后费时间解码。特免费传送PDF格式。2012-7-15 14:07 - sailorcai - 计量经济学与统计软件
【下载】 Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference
16 个回复 - 6793 次查看 Title: Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference, Second Edition Author: Dani Gamerman and Hedibert F. Lopes [*]Hardcover: 344 pages [*]Publisher: Chapman and Hall/CR ...2013-3-1 10:44 - sorefany - 计量经济学与统计软件
16 个回复 - 6793 次查看 Title: Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference, Second Edition Author: Dani Gamerman and Hedibert F. Lopes [*]Hardcover: 344 pages [*]Publisher: Chapman and Hall/CR ...2013-3-1 10:44 - sorefany - 计量经济学与统计软件
免费Markov Chain Monte Carlo in Practice. CRC Press LLC, Boca Raton, 1995
16 个回复 - 3769 次查看 如题，上传免费的Markov Chain Monte Carlo in Practice. CRC Press LLC,Boca Raton, 1995 W.R. Gilks, S. Richardson, and D.J. Spiegelhalter.2011-8-10 22:17 - nihaoba2163 - 经济金融数学专区
16 个回复 - 3769 次查看 如题，上传免费的Markov Chain Monte Carlo in Practice. CRC Press LLC,Boca Raton, 1995 W.R. Gilks, S. Richardson, and D.J. Spiegelhalter.2011-8-10 22:17 - nihaoba2163 - 经济金融数学专区
【Springer 概率论与随机过程】 Markov Processes and Controlled Markov Chains
15 个回复 - 2707 次查看 Markov Processes and Controlled Markov Chains Editors: Zhenting Hou, Jerzy A. Filar, Anyue Chen 共 32 章，512 页 The general theory of stochastic processes and the more specialized theory ...2016-11-8 19:55 - cmwei333 - 金融学（理论版）
15 个回复 - 2707 次查看 Markov Processes and Controlled Markov Chains Editors: Zhenting Hou, Jerzy A. Filar, Anyue Chen 共 32 章，512 页 The general theory of stochastic processes and the more specialized theory ...2016-11-8 19:55 - cmwei333 - 金融学（理论版）
Probabilistic Inference UsingMarkov Chain Monte Carlo Methods
2 个回复 - 1857 次查看 内容简介：Probabilistic inference is an attractive approach to uncertain reasoning and empirical learning in arti_cial intelligence. Computational di_culties arise, however,because probabilistic model ...2010-3-31 19:04 - hnldcgh - 经济金融数学专区
2 个回复 - 1857 次查看 内容简介：Probabilistic inference is an attractive approach to uncertain reasoning and empirical learning in arti_cial intelligence. Computational di_culties arise, however,because probabilistic model ...2010-3-31 19:04 - hnldcgh - 经济金融数学专区
Advanced Markov Chain Monte Carlo methods : learning from past samples
13 个回复 - 5594 次查看 《Advanced Markov Chain Monte Carlo methods : learning from past samples》 Faming Liang, Chuanhai Liu, Raymond J. Carroll. 2010 380页 John Wiley and Sons 部分目录 1 Bayesian Inference and Marko ...2010-8-19 10:01 - huspa307 - 计量经济学与统计软件
13 个回复 - 5594 次查看 《Advanced Markov Chain Monte Carlo methods : learning from past samples》 Faming Liang, Chuanhai Liu, Raymond J. Carroll. 2010 380页 John Wiley and Sons 部分目录 1 Bayesian Inference and Marko ...2010-8-19 10:01 - huspa307 - 计量经济学与统计软件
2013新书-Continuous-Time Markov Chains and Applications
10 个回复 - 3151 次查看 Continuous-Time Markov Chains and Applications: A Two-Time-Scale Approach (Stochastic Modelling and Applied Probability) | G. George Yin, "Continuous-Time Markov Chains and Applications: A Two-Tim ...2013-5-2 15:19 - rmatrix - 金融工程（数量金融）与金融衍生品
10 个回复 - 3151 次查看 Continuous-Time Markov Chains and Applications: A Two-Time-Scale Approach (Stochastic Modelling and Applied Probability) | G. George Yin, "Continuous-Time Markov Chains and Applications: A Two-Tim ...2013-5-2 15:19 - rmatrix - 金融工程（数量金融）与金融衍生品
[连续马尔科夫链]Continuous-Time Markov Chains and Applications
104 个回复 - 11969 次查看 This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It present ...2015-4-18 22:34 - lasgpope - 量化投资
104 个回复 - 11969 次查看 This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It present ...2015-4-18 22:34 - lasgpope - 量化投资
Continuous-Time Markov Decision Processes - Theory and Applications
3 个回复 - 1866 次查看 马氏决策过程理论最新教材（springer）高清晰非扫描版2010-6-25 13:16 - shiningwang1980 - 经济金融数学专区
3 个回复 - 1866 次查看 马氏决策过程理论最新教材（springer）高清晰非扫描版2010-6-25 13:16 - shiningwang1980 - 经济金融数学专区
Continuous-Time Markov Decision Processes - Theory and Applications
5 个回复 - 2637 次查看 马氏决策过程理论最新教材（springer）2009-11-24 16:18 - mathmli - 经济金融数学专区
5 个回复 - 2637 次查看 马氏决策过程理论最新教材（springer）2009-11-24 16:18 - mathmli - 经济金融数学专区
Denumerable.Markov.Chains
2 个回复 - 1336 次查看 This textbook provides a systematic treatment of denumerable Markov chains, covering both the foundations of the subject and some in topics in potential theory and boundary theory. It is a discussion ...2011-12-12 09:07 - mathmli - 经济金融数学专区
2 个回复 - 1336 次查看 This textbook provides a systematic treatment of denumerable Markov chains, covering both the foundations of the subject and some in topics in potential theory and boundary theory. It is a discussion ...2011-12-12 09:07 - mathmli - 经济金融数学专区
Lectures from Markov Processes to Brownian Motion by Kailai Chung
21 个回复 - 3587 次查看 Product Details [*]Series: Springer Advanced Texts in Life Sciences (Book 249) [*]Hardcover: 239 pages [*]Publisher: Springer; First Edition edition (February 22, 1982) [*]Language: English [*] ...2015-7-6 20:37 - lasgpope - 量化投资
21 个回复 - 3587 次查看 Product Details [*]Series: Springer Advanced Texts in Life Sciences (Book 249) [*]Hardcover: 239 pages [*]Publisher: Springer; First Edition edition (February 22, 1982) [*]Language: English [*] ...2015-7-6 20:37 - lasgpope - 量化投资
Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump L
15 个回复 - 2530 次查看 Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems by Cheng-ke Zhang and Huai-nian Zhu English | 2017 | ISBN: 3319405861 | 196 Pages | PDF | 2.29 MB T ...2016-11-5 12:46 - igs816 - 博弈论
15 个回复 - 2530 次查看 Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems by Cheng-ke Zhang and Huai-nian Zhu English | 2017 | ISBN: 3319405861 | 196 Pages | PDF | 2.29 MB T ...2016-11-5 12:46 - igs816 - 博弈论
stochastic differential equations with markovian switching
2 个回复 - 2310 次查看 2014-11-28 11:13 - toumer - 经济金融数学专区
2 个回复 - 2310 次查看 2014-11-28 11:13 - toumer - 经济金融数学专区
Limit Theorems on Large Deviations for Markov Stochastic Processes
4 个回复 - 1457 次查看 Limit Theorems on Large Deviations for Markov Stochastic Processes Wentzell, A.D. 1990, XVI, 176 p. Limit Theorems for Large Deviations Saulis, L., Statulevicius, V.A. 1991, VIII, 232 p. ...2015-3-1 14:26 - SleepyTom - 金融工程（数量金融）与金融衍生品
4 个回复 - 1457 次查看 Limit Theorems on Large Deviations for Markov Stochastic Processes Wentzell, A.D. 1990, XVI, 176 p. Limit Theorems for Large Deviations Saulis, L., Statulevicius, V.A. 1991, VIII, 232 p. ...2015-3-1 14:26 - SleepyTom - 金融工程（数量金融）与金融衍生品
Markov Decision Processes: Discrete Stochastic Dynamic Programming （PDF）下载
10 个回复 - 6184 次查看 DescriptionThe Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With thes ...2018-5-16 17:20 - zhibubba - 博弈论
10 个回复 - 6184 次查看 DescriptionThe Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With thes ...2018-5-16 17:20 - zhibubba - 博弈论
Markov Processes for Stochastic Modeling 2nd
3 个回复 - 2457 次查看 【作者(必填)】Oliver C. Ibe[/backcolor] 【文题(必填)】 Markov Processes for Stochastic Modeling 【年份(必填)】 2013 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/book/978012407795 ...2020-12-26 09:45 - math_dsh - 求助成功区
3 个回复 - 2457 次查看 【作者(必填)】Oliver C. Ibe[/backcolor] 【文题(必填)】 Markov Processes for Stochastic Modeling 【年份(必填)】 2013 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/book/978012407795 ...2020-12-26 09:45 - math_dsh - 求助成功区
Markov Decision Processes: Discrete Stochastic Dynamic Programming pdf下载
43 个回复 - 6671 次查看 Markov Decision Processes: Discrete Stochastic Dynamic Programming pdf下载 The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an ...2016-10-19 21:45 - 浪子彦青 - 休闲灌水
43 个回复 - 6671 次查看 Markov Decision Processes: Discrete Stochastic Dynamic Programming pdf下载 The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an ...2016-10-19 21:45 - 浪子彦青 - 休闲灌水
A First Course in Probability and Markov Chains
55 个回复 - 7588 次查看 Provides an introduction to basic structures of probability with a view towards applications in information technology. A First Course in Probability and Markov Chains presents an introduction to the ...2014-7-1 05:59 - 大家开心 - 计量经济学与统计软件
55 个回复 - 7588 次查看 Provides an introduction to basic structures of probability with a view towards applications in information technology. A First Course in Probability and Markov Chains presents an introduction to the ...2014-7-1 05:59 - 大家开心 - 计量经济学与统计软件
【统计理论与方法】 Markov Bases in Algebraic Statistics
20 个回复 - 2221 次查看 Markov Bases in Algebraic Statistics Authors: Satoshi Aoki, Hisayuki Hara, Akimichi Takemura Crucial guide for statisticians no matter previous exposure to algebra and algebraic statistics ...2017-1-9 06:10 - cmwei333 - 金融学（理论版）
20 个回复 - 2221 次查看 Markov Bases in Algebraic Statistics Authors: Satoshi Aoki, Hisayuki Hara, Akimichi Takemura Crucial guide for statisticians no matter previous exposure to algebra and algebraic statistics ...2017-1-9 06:10 - cmwei333 - 金融学（理论版）
【独家发布】Markov Processes for Stochastic Modeling 2nd Edition 2013
9 个回复 - 1371 次查看 Markov Processes for Stochastic Modeling (Second Edition) [*]About this Book Author(s):Oliver Ibe ISBN: 978-0-12-407795-92014-12-3 03:46 - NewOccidental - 经管书评
9 个回复 - 1371 次查看 Markov Processes for Stochastic Modeling (Second Edition) [*]About this Book Author(s):Oliver Ibe ISBN: 978-0-12-407795-92014-12-3 03:46 - NewOccidental - 经管书评
基于Matlab MC随机仿真程序代码，MC求解非线性规划，baotong elevator Markov1 个回复 - 547 次查看 基于Matlab MC随机仿真程序代码，MC求解非线性规划，baotong elevator Markov 基于Matlab MC随机仿真程序代码，MC求解非线性规划 基于Matlab MC随机仿真程序代码，MC求解非线性规划 基于Matlab MC随机仿真 ...2022-2-3 17:16 - Kathy-202109 - 现金交易版
Markov模型简介以及如何采用Treeage Pro软件进行基于Markov模型的卫生经济学评价
35 个回复 - 22272 次查看 Markov 模型，也称为疾病转归模型。其基本原理是：将所研究的疾病按其对健康的影响程度划分为多个不同的健康状态，并根据各状态在一定时间内相互间的转换概率模拟疾病的发展过程, 结合每个状态上的资源消耗和健康结果 ...2012-3-27 08:36 - moonstone - MATLAB等数学软件专版
35 个回复 - 22272 次查看 Markov 模型，也称为疾病转归模型。其基本原理是：将所研究的疾病按其对健康的影响程度划分为多个不同的健康状态，并根据各状态在一定时间内相互间的转换概率模拟疾病的发展过程, 结合每个状态上的资源消耗和健康结果 ...2012-3-27 08:36 - moonstone - MATLAB等数学软件专版
【下载】Finite Mixture and Markov Switching Models~Sylvia Frühwirth-Schnatter
26 个回复 - 10347 次查看 Finite Mixture and Markov Switching Models (Springer Series in Statistics) (Hardcover) Sylvia Frühwirth-Schnatter (Author) Beschreibung von buecher.de The prominence of finite mixture modelli ...2010-5-14 22:12 - kxjs2007 - 计量经济学与统计软件
26 个回复 - 10347 次查看 Finite Mixture and Markov Switching Models (Springer Series in Statistics) (Hardcover) Sylvia Frühwirth-Schnatter (Author) Beschreibung von buecher.de The prominence of finite mixture modelli ...2010-5-14 22:12 - kxjs2007 - 计量经济学与统计软件
Copula-Based Markov Models for Time Series Parametric Inference and Process Cont
4 个回复 - 3229 次查看 书名：Copula-Based Markov Models for Time Series Parametric Inference and Process Control 时间：2020 作者：Li-Hsien Sun ；Xin-Wei Huang；Mohammed S. Alqawba；Jong-Min Kim；2021-12-7 10:29 - huspa307 - 计量经济学与统计软件
4 个回复 - 3229 次查看 书名：Copula-Based Markov Models for Time Series Parametric Inference and Process Control 时间：2020 作者：Li-Hsien Sun ；Xin-Wei Huang；Mohammed S. Alqawba；Jong-Min Kim；2021-12-7 10:29 - huspa307 - 计量经济学与统计软件
互联网金融、信用评分、信用评级：行业调研数据,Markov, SenV-RBF模型实证分析2 个回复 - 1389 次查看 互联网金融、信用评分、信用评级：行业调研数据,Markov, SenV-RBF模型实证分析 1.融资析 in Python 2.Credit risk scorecards-developing and implementing intelligent credit scoring.pdf 3.Markov方法在行 ...2020-3-25 15:22 - Lotus_ss - 现金交易版
Simulation-Based Algorithms for Markov Decision Processes
11 个回复 - 2748 次查看 Title: Simulation-Based Algorithms for Markov Decision Processes Volume: Author(s): Hyeong Soo Chang, Jiaqiao Hu, Michael C. Fu, Steven I. Marcus (auth.) Series: Communications and Control Engineeri ...2015-5-22 12:07 - oliyiyi - LATEX论坛
11 个回复 - 2748 次查看 Title: Simulation-Based Algorithms for Markov Decision Processes Volume: Author(s): Hyeong Soo Chang, Jiaqiao Hu, Michael C. Fu, Steven I. Marcus (auth.) Series: Communications and Control Engineeri ...2015-5-22 12:07 - oliyiyi - LATEX论坛
Understanding Markov Chains 2nd edition
9 个回复 - 2107 次查看 This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applic ...2018-8-4 11:55 - nivastuli - 博弈论
9 个回复 - 2107 次查看 This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applic ...2018-8-4 11:55 - nivastuli - 博弈论
经典教材系列 Semi-Markov Chains and Hidden
121 个回复 - 14203 次查看 经典教材降价出售期已过。想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：三步走把千本好书“一网打尽”！。 [相关阅读] 【经典教材系列】（资料汇总帖，附链接，持续添加中） ...2015-8-31 03:21 - wwqqer - 量化投资
121 个回复 - 14203 次查看 经典教材降价出售期已过。想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：三步走把千本好书“一网打尽”！。 [相关阅读] 【经典教材系列】（资料汇总帖，附链接，持续添加中） ...2015-8-31 03:21 - wwqqer - 量化投资
Markov上倒向随机微分方程的比较
链及相关的无套利条件
1 个回复 - 192 次查看 摘要翻译： 以往对BSDEs的贡献，以及非线性预期和动态风险度量的相关理论，大多是在连续时间扩散或跳跃扩散的框架下进行的。利用有限状态连续时间马尔可夫链空间上的BSDEs解，我们在[Dynamic Consulture Neolutional ...2022-3-3 17:09 - 何人来此 - Forum
1 个回复 - 192 次查看 摘要翻译： 以往对BSDEs的贡献，以及非线性预期和动态风险度量的相关理论，大多是在连续时间扩散或跳跃扩散的框架下进行的。利用有限状态连续时间马尔可夫链空间上的BSDEs解，我们在[Dynamic Consulture Neolutional ...2022-3-3 17:09 - 何人来此 - Forum
【经典教材系列】Latent Markov Models for Longitudinal Data
104 个回复 - 11614 次查看 欢迎订阅wwqqer文库！2015-12-25 19:42 - wwqqer - 计量经济学与统计软件
104 个回复 - 11614 次查看 欢迎订阅wwqqer文库！2015-12-25 19:42 - wwqqer - 计量经济学与统计软件
求MARKOV链模型的MATLAB代码
0 个回复 - 525 次查看 如题，我在网上找了一些总感觉有问题，想问大家有没有比较合适的MATLAB代码共享一下。我真的不会编程2022-5-15 22:33 - 嗨呀嗨呀88 - 爱问频道
0 个回复 - 525 次查看 如题，我在网上找了一些总感觉有问题，想问大家有没有比较合适的MATLAB代码共享一下。我真的不会编程2022-5-15 22:33 - 嗨呀嗨呀88 - 爱问频道
Delay Range-Dependent Stability Analysis for Markovian Jumping Stochastic System
1 个回复 - 946 次查看 【作者(必填)】 Jeetendra, R.; Vivin, J. Vernold 【文题(必填)】 Delay Range-Dependent Stability Analysis for MarkovianJumping Stochastic Systems with Nonlinear Perturbations 【年份(必填)】 2012 【 ...2014-11-16 14:58 - lianghongjing - 求助成功区
1 个回复 - 946 次查看 【作者(必填)】 Jeetendra, R.; Vivin, J. Vernold 【文题(必填)】 Delay Range-Dependent Stability Analysis for MarkovianJumping Stochastic Systems with Nonlinear Perturbations 【年份(必填)】 2012 【 ...2014-11-16 14:58 - lianghongjing - 求助成功区
最后一本钟开莱的著作 Markov processes, Brownian motion, and time symmetry
12 个回复 - 6943 次查看 大师的第三本经典，也是关于随机过程，特别是马氏过程，布朗运动方面的。他的书都写得很清晰，易懂，且严格。2010-1-7 20:34 - stone8129 - 计量经济学与统计软件
12 个回复 - 6943 次查看 大师的第三本经典，也是关于随机过程，特别是马氏过程，布朗运动方面的。他的书都写得很清晰，易懂，且严格。2010-1-7 20:34 - stone8129 - 计量经济学与统计软件
【随机过程，金融数学】 Martingales and Markov Chains by Baldi, Mazliak, Priouret
28 个回复 - 7501 次查看 Martingales and Markov Chains: Solved Exercises and Elements of Theory Paolo Baldi, Laurent Mazliak, Pierre Priouret A thorough grounding in Markov chains and martingales is essential in dea ...2016-12-21 12:47 - cmwei333 - 金融学（理论版）
28 个回复 - 7501 次查看 Martingales and Markov Chains: Solved Exercises and Elements of Theory Paolo Baldi, Laurent Mazliak, Pierre Priouret A thorough grounding in Markov chains and martingales is essential in dea ...2016-12-21 12:47 - cmwei333 - 金融学（理论版）
经典的随机过程学习课件PPT，Weiner-Khinchiner，Markov,Hilbert,Weiner1 个回复 - 792 次查看 经典的随机过程学习课件PPT，Weiner-Khinchiner，Markov,Hilbert,Weiner 经典的随机过程学习课件PPT，Weiner-Khinchiner，Markov,Hilbert,Weiner 经典的随机过程学习课件PPT，Weiner-Khinchiner，Markov,H ...2022-1-9 20:05 - lotus_sss - 现金交易版
Hands-On Markov Models with Python（True PDF）
14 个回复 - 7279 次查看 Hands-On Markov Models with Python——Implement probabilistic models for learning complex data sequences using the Python ecosystem 简介：Hidden Markov Model (HMM) is a statistical model based on the ...2019-1-23 15:06 - baiwei1637124 - python论坛
14 个回复 - 7279 次查看 Hands-On Markov Models with Python——Implement probabilistic models for learning complex data sequences using the Python ecosystem 简介：Hidden Markov Model (HMM) is a statistical model based on the ...2019-1-23 15:06 - baiwei1637124 - python论坛
带标签文档和图像的高阶Markov标签主题模型
0 个回复 - 158 次查看 摘要翻译： 本文研究带标签文档和图像的主题建模问题。标签文档和图像之间的高阶关系是一个普遍存在的重要特征，在抽取可靠的、可解释的主题方面起着积极的作用。本文在马尔可夫随机场(MRF)框架下，提出了标记-主题模 ...2022-4-13 15:10 - mingdashike22 - Forum
0 个回复 - 158 次查看 摘要翻译： 本文研究带标签文档和图像的主题建模问题。标签文档和图像之间的高阶关系是一个普遍存在的重要特征，在抽取可靠的、可解释的主题方面起着积极的作用。本文在马尔可夫随机场(MRF)框架下，提出了标记-主题模 ...2022-4-13 15:10 - mingdashike22 - Forum
有向Markov等价的一个变换刻划
具有潜变量的无圈图
0 个回复 - 270 次查看 摘要翻译： 不同的有向无环图可能是马尔可夫等价的，因为它们在观察变量之间具有相同的条件独立关系。Chickering(1995)给出了DAGs（不含潜在变量）的Markov等价性的一个变换刻划，这对于导出Markov等价DAGs共有的性质 ...2022-4-13 13:10 - 可人4 - Forum
0 个回复 - 270 次查看 摘要翻译： 不同的有向无环图可能是马尔可夫等价的，因为它们在观察变量之间具有相同的条件独立关系。Chickering(1995)给出了DAGs（不含潜在变量）的Markov等价性的一个变换刻划，这对于导出Markov等价DAGs共有的性质 ...2022-4-13 13:10 - 可人4 - Forum
发现eviews8可以做Markov Switching Regression
29 个回复 - 9982 次查看 eviews8居然可以做MS回归，真是被震惊到啦。不多说，上图。 在estimation里method选项中直接有SWITCHINGREG选项，然后switching type里有simple和markov两种模式，这里我用的是markov，然后两个regime，直接回归。结 ...2015-10-25 17:21 - 兔八妹mm - 新手入门区
29 个回复 - 9982 次查看 eviews8居然可以做MS回归，真是被震惊到啦。不多说，上图。 在estimation里method选项中直接有SWITCHINGREG选项，然后switching type里有simple和markov两种模式，这里我用的是markov，然后两个regime，直接回归。结 ...2015-10-25 17:21 - 兔八妹mm - 新手入门区
混合Kohonen算法、Markov切换模型及检测
多重变点：在货币史中的应用
0 个回复 - 233 次查看 摘要翻译： 本文旨在找出19世纪50年来国际体系一体化进程中出现的断裂现象。历史研究可以将它们与特殊事件联系起来，这些事件是对这一进程的外生冲击。所用的一体化指标是伦敦、汉堡和巴黎金银价格最高和最低之间的价 ...2022-4-12 22:15 - 何人来此 - Forum
0 个回复 - 233 次查看 摘要翻译： 本文旨在找出19世纪50年来国际体系一体化进程中出现的断裂现象。历史研究可以将它们与特殊事件联系起来，这些事件是对这一进程的外生冲击。所用的一体化指标是伦敦、汉堡和巴黎金银价格最高和最低之间的价 ...2022-4-12 22:15 - 何人来此 - Forum
具有无限状态空间的Markov决策过程的度量
0 个回复 - 261 次查看 摘要翻译： 本文提出了一种度量具有无限多个状态的马尔可夫决策过程（包括具有连续状态空间的马尔可夫决策过程）状态相似性的度量方法。这样的度量为MDP的双模拟概念提供了一个稳定的定量模拟，并且适合于MDP近似中使 ...2022-4-12 19:05 - 大多数88 - Forum
0 个回复 - 261 次查看 摘要翻译： 本文提出了一种度量具有无限多个状态的马尔可夫决策过程（包括具有连续状态空间的马尔可夫决策过程）状态相似性的度量方法。这样的度量为MDP的双模拟概念提供了一个稳定的定量模拟，并且适合于MDP近似中使 ...2022-4-12 19:05 - 大多数88 - Forum
有限Markov决策过程的度量
0 个回复 - 197 次查看 摘要翻译： 提出了一种度量有限马尔可夫决策过程(MDP)中状态相似性的度量方法。我们的度量标准是基于MDPs的双模拟概念，目的是解决折扣无限视界强化学习任务。这样的度量可用于聚合状态，以及更好地构造其他值函数近 ...2022-4-3 20:50 - 何人来此 - Forum
0 个回复 - 197 次查看 摘要翻译： 提出了一种度量有限马尔可夫决策过程(MDP)中状态相似性的度量方法。我们的度量标准是基于MDPs的双模拟概念，目的是解决折扣无限视界强化学习任务。这样的度量可用于聚合状态，以及更好地构造其他值函数近 ...2022-4-3 20:50 - 何人来此 - Forum
