How one can estimate transition matrix of a Markov Switching Model with a given dataset?

More Seyyed Hamid Mousavi's questions See All

How one can estimate transition matrix of a Markov Switching Model with a given dataset?

Hello, I want to use a Markov switching model on S&P 500 rates, my question is how should I estimate the transition matrix? should I start with a naive guess (e.g. 0.5) for each state and...

09 October 2017 7,142 0 View

How to use expert choice to make questionnaire for an Fuzzy AHP?

Hello I'm working on a fuzzy-AHP and I want to make the questionnaires using expert choice. when I make the questionnaires, this program does not make questionnaire for sub-criteria (SC).I...

02 March 2015 4,010 24 View

Can anyone help me with the administration of the "Mind the Gap" Scale for satisfaction with transition to adult care?

We are working on a study focused on adolescents' transition to adult care and are looking for a validated measure for satisfaction with the transition. So far the only measure that we have came...

28 February 2021 2,338 1 View

Is there a deep reason for using the squared modulus of the wave function as the probability density of the existence of the particle?

I think we were all surprised at the first time we got to know quantum mechanics that the squared modulus of the wave function is the probability density of the existence of the particle? The role...

28 February 2021 6,282 9 View

Which transition metal salt precursor is best for doping? Why?

I would like to synthesize a transition metal doped TiO2 via solgel method. Hence, I would like to know which metal salt precursor to choose among Chloride, Nitrate, and Sulphate. A clear...

27 February 2021 4,285 3 View

How to plot the probability paper of Gumbel distribution using R programing?

In R-studio, there are many commands of Gumbel package. Arguments are also different. I`m asking about the alpha parameter of the Copula which must be greater than 1. If this is the one used to...

25 February 2021 5,229 3 View

Multinomial probabilities and confidence intervals - obtaining the CI of the reference category?

Hi, Some background to my question: I have fitted 1st order multinomial Markov models with covariates. Since all probabiilties (for each row of the transition matrix) sum to 1, I estimate only...

22 February 2021 2,541 4 View

How to examine multicolineairty in backwards regression with binary variables?

I did a backwards regression with various binary variables, but some of the binary variables are negatively correlated with the outcome, which would make no sense cause the correlation univariate...

21 February 2021 4,392 3 View

What is the detection limit of ED-XRF technique for transition metals in silicon ?

Hi everybody, please, can someone tell us if the transition metals (W, Fe, Ni, etc ...) in silicon destined for solar cell manufacturing can be detected by ED-XRF technique. Note that the...

18 February 2021 6,231 4 View

How long does it take to design and validate transition state analogue inhibitors?

Hi, I'm asking from the point of view of designing a research plan: How long (approximately) can it take to determine the transition state structure of an enzyme substrate using kinetic isotope...

14 February 2021 2,610 1 View

Books on Monte Carlo methods?

Hi everyone. I took a basic course on Markov Chains, and know a little about Monte Carlo Stimulations and Methods. But I never got to the part of spreadsheets. If anyone can help direct me to a...

13 February 2021 5,261 3 View

Formulate model for one integer optimization?

I am working on one optimization problem. the model with two states, the transition between the two states based on one threshold value (L = 5, which L< 5 -> Normal state, L== 5 ->...

11 February 2021 4,045 3 View

Raveendran Iyengar

I am sure you will find these book very useful , if you have not read already.

" Fat tailed and skewed asset Return Distributions " by

Svetlozar . T. Rachev ,Christian Menn, Frank J Fabozzi.

And also

Finacial Models with Levy processes and Volatality clustering"

By Svetlozar T Rachev and others.

Markov chain is used for regime change and there are quite a few published papers on the topic.