2026 · Vol. 2026 · Article ID 1 Hidden Markov modelling of time series variance regimes using large deviation theory Troon John Benedict, Ramkumari T. Balan, Mung'atu Joseph, Onyango Fredrick AbstractPDFdoi:10.28919/mfl/10006
2025 · Vol. 2025 · Article ID 1 On model for prognosis of patient service in a medical organization E.L. Pankratov AbstractPDFdoi:10.28919/mfl/8931
2024 · Vol. 2024 · Article ID 1 On estimation of losing of the risk of profit of industrial enterprises E.L. Pankratov AbstractPDFdoi:10.28919/mfl/8367
2023 · Vol. 2023 · Article ID 2 Nonparametric estimation of some dividend problems by Fourier sinc series expansion in the Wiener-Poisson risk model Marcelin Romeo Noumegni Kenmoe, Jane Akinyi Aduda, Mbele Bidima Martin Le Doux AbstractPDFdoi:10.28919/mfl/8258
2023 · Vol. 2023 · Article ID 1 Evaluating forecast performance of global vector autoregressive model Chunyeung Kwok AbstractPDFdoi:10.28919/mfl/7930
2022 · Vol. 2022 · Article ID 1 Does forecasting improve portfolio management returns? Empirical results from strategy backtesting Chunyeung Kwok AbstractPDFdoi:10.28919/mfl/7643
2021 · Vol. 2021 · Article ID 3 Precise continuous time expected deflator for the G2++ model Francesco Strati, Luca G. Trussoni AbstractPDFdoi:10.28919/mfl/5989
2021 · Vol. 2021 · Article ID 2 A subdiffusive Lévy model for pricing power options in illiquid markets Zhigang Tong, Allen Liu AbstractPDFdoi:10.28919/mfl/5851
2020 · Vol. 2020 · Article ID 3 Evaluation of energy forward curves with jumps under the general Levy process Victor Alexander Okhuese, Jane Akinyi Aduda, Joseph Mung’atu AbstractPDFdoi:10.28919/mfl/4707
2020 · Vol. 2020 · Article ID 2 A behavioral portfolio decision model based on credibility of interval-valued fuzzy number Qiansheng Zhang AbstractPDFdoi:10.28919/mfl/4573
