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2 articles related to "Regime Switching"

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Articles

Original Research

Published on 11 Mar 2021

A Markov Regime Switching Model for Ultra-Short-Term Wind Power Prediction Based on Toeplitz Inverse Covariance Clustering

in Smart Grids

Hang Fan
Xuemin Zhang
Shengwei Mei
Junzi Zhang

Frontiers in Energy Research

doi 10.3389/fenrg.2021.638797

8,924 views
8 citations

Original Research

Published on 18 May 2022

Constructing Equity Investment Strategies Using Analyst Reports and Regime Switching Models

in AI in Finance

Rei Taguchi
Hikaru Watanabe
Hiroki Sakaji
Kiyoshi Izumi
Kenji Hiramatsu

Frontiers in Artificial Intelligence

doi 10.3389/frai.2022.865950

3,714 views
3 citations