Abstract: We investigate discrete-time mean–variance portfolio selection problems viewed as a Markov decision process. We transform the problems into a new model with a deterministic transition ...
James Chen, CMT is an expert trader, investment adviser, and global market strategist. Khadija Khartit is a strategy, investment, and funding expert, and an educator of fintech and strategic finance ...
Abstract: This paper proposes a state space model to describe multivariate autocorrelated zero-inflated count series. The model extends the classical zero-inflated Poisson distribution into ...
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