scholarly journals Theoretical and conceptual derivation of threshold phenomena and metabolic switching models in a chemostat system

2018 ◽  
Vol 8 (2) ◽  
pp. 12-29
Author(s):  
Thierie Jacques
Keyword(s):  
Threshold Phenomena ◽  
Metabolic Switching ◽  
Switching Models

Threshold Phenomena in Nonlinear Currents Upon Metallization of Si(001)

1992 ◽  
Author(s):  
S. Arekat ◽  
S. D. Kevan ◽  
G. L. Richmond
Keyword(s):  
Threshold Phenomena

Should Code-switching Models Be Asymmetric?

2018 ◽  
Author(s):  
Barbara E. Bullock ◽  
Gualberto Guzmán ◽  
Jacqueline Serigos ◽  
Almeida Jacqueline Toribio
Keyword(s):  
Code Switching ◽  
Switching Models

scholarly journals Wetting front dynamics in an isotropic porous medium

2012 ◽  
Vol 694 ◽  
pp. 399-407 ◽  
Author(s):  
Yulii D. Shikhmurzaev ◽  
James E. Sprittles
Keyword(s):  
Porous Medium ◽  
Incompressible Liquid ◽  
Porous Matrix ◽  
Viscous Incompressible Liquid ◽  
Pore Scale ◽  
Wetting Front ◽  
Model Case ◽  
New Approach ◽  
Threshold Phenomena ◽  
Front Dynamics

AbstractA new approach to the modelling of wetting fronts in porous media on the Darcy scale is developed, based on considering the types (modes) of motion the menisci go through on the pore scale. This approach is illustrated using a simple model case of imbibition of a viscous incompressible liquid into an isotropic porous matrix with two modes of motion for the menisci, the wetting mode and the threshold mode. The latter makes it necessary to introduce an essentially new technique of conjugate problems that allows one to link threshold phenomena on the pore scale with the motion on the Darcy scale. The developed approach (a) makes room for incorporating the actual physics of wetting on the pore scale, (b) brings in the physics associated with pore-scale thresholds, which determine when sections of the wetting front will be brought to a halt (pinned), and, importantly, (c) provides a regular framework for constructing models of increasing complexity.

scholarly journals A Markov-Switching VSTOXX Trading Algorithm for Enhancing EUR Stock Portfolio Performance

Mathematics ◽  
2021 ◽  
Vol 9 (9) ◽  
pp. 1030
Author(s):  
Oscar V. De la Torre-Torres ◽  
Evaristo Galeana-Figueroa ◽  
José Álvarez-García
Keyword(s):  
Markov Switching ◽  
Stock Index ◽  
Portfolio Performance ◽  
Trading Costs ◽  
Weighting Method ◽  
Treasury Bills ◽  
Markov Switching Models ◽  
Switching Models ◽  
Asset Portfolio ◽  
Stock Portfolio

In the present paper, we test the benefit of using Markov-Switching models and volatility futures diversification in a Euro-based stock portfolio. With weekly data of the Eurostoxx 50 (ESTOXX50) stock index, we forecasted the smoothed regime-specific probabilities at T + 1 and used them as the weighting method of a diversified portfolio in ESTOXX50 and ESTOSS50 volatility index (VSTOXX) futures. With the estimated smoothed probabilities from 9 July 2009 to 29 September 2020, we simulated the performance of three theoretical investors who paid different trading costs and invested in ESTOXX50 during calm periods (low volatility regime) or VSTOXX futures and the three-month German treasury bills in distressed or highly distressed periods (high and extreme volatility regimes). Our results suggest that diversification benefits hold in the short-term, but if a given investor manages a two-asset portfolio with ESTOXX50 and our simulated portfolios, the stock portfolio’s performance is enhanced significantly, in the long term, with the presence of trading costs. These results are of use to practitioners for algorithmic and active trading applications in ESTOXX50 ETFs and VSTOXX futures.

Fitting IGM, FGM and NLS switching models to NaNO2-PVA composite transients for its microscopic parameter estimation

2021 ◽  
Author(s):  
Lakhbir Singh ◽  
Baljinder Kaur ◽  
Tarun Garg ◽  
Vishal Sharma ◽  
Navneet Dabra ◽  
...  
Keyword(s):  
Parameter Estimation ◽  
Switching Models ◽  
Microscopic Parameter

scholarly journals Modeling and forecasting of rainfall reoccurrence changes using Markov Switching in Iran

2021 ◽  
Vol 3 (8) ◽  
Author(s):  
Majid Javari
Keyword(s):  
Environmental Planning ◽  
Rainfall Variability ◽  
Markov Switching ◽  
Daily Rainfall ◽  
First Order ◽  
Markov Switching Models ◽  
Markov Transition Matrix ◽  
Switching Models ◽  
Markov Transition ◽  
Modeling And Forecasting

AbstractThis paper represents the recurrence (reoccurrence) changes in the rainfall series using Markov Switching models (MSM). The switching employs a dynamic pattern that allows a linear model to be combined with nonlinearity models a discrete structure. The result is the Markov Switching models (MSM) reoccurrence predicting technique. Markov Switching models (MSM) were employed to analyze rainfall reoccurrence with spatiotemporal regime probabilities. In this study, Markov Switching models (MSM) were used based on the simple exogenous probability frame by identifying a first-order Markov process for the regime probabilities. The Markov transition matrix and regime probabilities were used to analyze the rainfall reoccurrence in 167 synoptic and climatology stations. The analysis results show a low distribution from 0.0 to 0.2 (0–20%) per day spatially from selecting stations, probability mean of daily rainfall recurrence is 0.84, and a different distribution based on the second regime was found to be more remarkable to the rainfall variability. The rainfall reoccurrence in daily rainfall was estimated with relatively low variability and strong reoccurrence daily with ranged from 0.851 to 0.995 (85.1–99.5%) per day based on the spatial distribution. The variability analysis of rainfall in the intermediate and long variability and irregular variability patterns would be helpful for the rainfall variability for environmental planning.

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