Empirical Analysis of the Intertemporal Relationship between Downside Risk and Expected Returns: Evidence from Time-varying Transition Probability Models

2015 ◽  
Vol 22 (5) ◽  
pp. 749-796 ◽  
Author(s):  
Cathy Yi-Hsuan Chen ◽  
Thomas C. Chiang
Keyword(s):  
Empirical Analysis ◽  
Transition Probability ◽  
Downside Risk ◽  
Expected Returns ◽  
Time Varying ◽  
Probability Models

What Matters When? Time-Varying Sparsity in Expected Returns

2019 ◽  
Author(s):  
Daniele Bianchi ◽  
Matthias Büchner ◽  
Andrea Tamoni
Keyword(s):  
Expected Returns ◽  
Time Varying ◽  
What Matters

SYNCHRONIZATION IN AN ARRAY OF HYBRID COUPLED NEURAL NETWORKS WITH MODE-DEPENDENT MIXED DELAYS AND MARKOVIAN SWITCHING

2009 ◽  
Vol 23 (09) ◽  
pp. 1171-1187 ◽  
Author(s):  
YANG TANG ◽  
RUNHE QIU ◽  
JIAN-AN FANG
Keyword(s):  
Neural Networks ◽  
Transition Probability ◽  
Distributed Delay ◽  
Mode Switching ◽  
Mixed Delays ◽  
Time Varying ◽  
Chaotic Neural Networks ◽  
Coupled Neural Networks ◽  
Hybrid Coupling ◽  
Coupling Time

In this letter, a general model of an array of N linearly coupled chaotic neural networks with hybrid coupling is proposed, which is composed of constant coupling, time-varying delay coupling and distributed delay coupling. The complex network jumps from one mode to another according to a Markovian chain with known transition probability. Both the coupling time-varying delays and the coupling distributed delays terms are mode-dependent. By the adaptive feedback technique, several sufficient criteria have been proposed to ensure the synchronization in an array of jump chaotic neural networks with mode-dependent hybrid coupling and mixed delays in mean square. Finally, numerical simulations illustrated by mode switching between two complex networks of different structure dependent on mode switching verify the effectiveness of the proposed results.

scholarly journals COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing

2021 ◽  
Vol 2021 (407) ◽  
Author(s):  
Alexander Chudik ◽  
◽  
M. Hashem Pesaran ◽  
Alessandro Rebucci ◽  
◽  
...  
Keyword(s):  
Empirical Analysis ◽  
Time Varying ◽  
Social Distancing ◽  
Reproduction Numbers

scholarly journals End-of-the-year economic growth and time-varying expected returns

2015 ◽  
Vol 115 (1) ◽  
pp. 136-154 ◽  
Author(s):  
Stig V. Møller ◽  
Jesper Rangvid
Keyword(s):  
Economic Growth ◽  
Expected Returns ◽  
Time Varying
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