Stochastic stability criteria and event-triggered control of delayed Markovian jump quaternion-valued neural networks
Author
Abstract
Suggested Citation
DOI: 10.1016/j.amc.2021.126904
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Turner, Christopher M. & Startz, Richard & Nelson, Charles R., 1989.
"A Markov model of heteroskedasticity, risk, and learning in the stock market,"
Journal of Financial Economics, Elsevier, vol. 25(1), pages 3-22, November.
- Turner, C.M. & Startz, R. & Nelson, C.R., 1989. "The Markov Model Of Heteroskedasticity, Risk And Learning In The Stock Market," Working Papers 89-01, University of Washington, Department of Economics.
- Turner, C.M. & Startz, R. & Nelson, C.R., 1989. "The Markov Model Of Heteroskedasticity, Risk And Learning In The Stock Market," Discussion Papers in Economics at the University of Washington 89-01, Department of Economics at the University of Washington.
- Christopher M. Turner & Richard Startz & Charles R. Nelson, 1989. "A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market," NBER Working Papers 2818, National Bureau of Economic Research, Inc.
- Pahnehkolaei, Seyed Mehdi Abedi & Alfi, Alireza & Machado, J.A. Tenreiro, 2019. "Delay independent robust stability analysis of delayed fractional quaternion-valued leaky integrator echo state neural networks with QUAD condition," Applied Mathematics and Computation, Elsevier, vol. 359(C), pages 278-293.
- Tu, Zhengwen & Yang, Xinsong & Wang, Liangwei & Ding, Nan, 2019. "Stability and stabilization of quaternion-valued neural networks with uncertain time-delayed impulses: Direct quaternion method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
- Emad E. Mahmoud & M. Higazy & Turkiah M. Al-Harthi, 2019. "A New Nine-Dimensional Chaotic Lorenz System with Quaternion Variables: Complicated Dynamics, Electronic Circuit Design, Anti-Anticipating Synchronization, and Chaotic Masking Communication Applicatio," Mathematics, MDPI, vol. 7(10), pages 1-26, September.
- Li, Hong-Li & Zhang, Long & Hu, Cheng & Jiang, Haijun & Cao, Jinde, 2020. "Global Mittag-Leffler synchronization of fractional-order delayed quaternion-valued neural networks: Direct quaternion approach," Applied Mathematics and Computation, Elsevier, vol. 373(C).
- Qi, Xingnan & Bao, Haibo & Cao, Jinde, 2019. "Exponential input-to-state stability of quaternion-valued neural networks with time delay," Applied Mathematics and Computation, Elsevier, vol. 358(C), pages 382-393.
- Zhang, Ruimei & Zeng, Deqiang & Zhong, Shouming & Yu, Yongbin, 2017. "Event-triggered sampling control for stability and stabilization of memristive neural networks with communication delays," Applied Mathematics and Computation, Elsevier, vol. 310(C), pages 57-74.
- Li, Ruoxia & Gao, Xingbao & Cao, Jinde, 2019. "Quasi-state estimation and quasi-synchronization control of quaternion-valued fractional-order fuzzy memristive neural networks: Vector ordering approach," Applied Mathematics and Computation, Elsevier, vol. 362(C), pages 1-1.
- Liu, Jin & Jian, Jigui & Wang, Baoxian, 2020. "Stability analysis for BAM quaternion-valued inertial neural networks with time delay via nonlinear measure approach," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 174(C), pages 134-152.
- Lianglin Xiong & Xiaobing Zhou & Jie Qiu & Jing Lei, 2012. "Stability Analysis for Markovian Jump Neutral Systems with Mixed Delays and Partially Known Transition Rates," Abstract and Applied Analysis, Hindawi, vol. 2012, pages 1-22, October.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Cao, Yang & Chandrasekar, A. & Radhika, T. & Vijayakumar, V., 2024. "Input-to-state stability of stochastic Markovian jump genetic regulatory networks," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 222(C), pages 174-187.
- Chang, Xu-Kang & He, Yong, 2024. "Reachable set estimation of delayed Markovian jump neural networks via variables-augmented-based free-weighting-matrices method," Applied Mathematics and Computation, Elsevier, vol. 478(C).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Pan, Jie & Pan, Zhaoya, 2021. "Novel robust stability criteria for uncertain parameter quaternionic neural networks with mixed delays: Whole quaternionic method," Applied Mathematics and Computation, Elsevier, vol. 407(C).
- Yang, Shuai & Hu, Cheng & Yu, Juan & Jiang, Haijun, 2021. "Projective synchronization in finite-time for fully quaternion-valued memristive networks with fractional-order," Chaos, Solitons & Fractals, Elsevier, vol. 147(C).
- Usa Humphries & Grienggrai Rajchakit & Pramet Kaewmesri & Pharunyou Chanthorn & Ramalingam Sriraman & Rajendran Samidurai & Chee Peng Lim, 2020. "Stochastic Memristive Quaternion-Valued Neural Networks with Time Delays: An Analysis on Mean Square Exponential Input-to-State Stability," Mathematics, MDPI, vol. 8(5), pages 1-26, May.
- Shu, Jinlong & Wu, Baowei & Xiong, Lianglin & Wu, Tao & Zhang, Haiyang, 2021. "Stochastic stabilization of Markov jump quaternion-valued neural network using sampled-data control," Applied Mathematics and Computation, Elsevier, vol. 400(C).
- Mo, Wenjun & Bao, Haibo, 2022. "Finite-time synchronization for fractional-order quaternion-valued coupled neural networks with saturated impulse," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).
- Zhao, Rui & Wang, Baoxian & Jian, Jigui, 2022. "Global μ-stabilization of quaternion-valued inertial BAM neural networks with time-varying delays via time-delayed impulsive control," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 202(C), pages 223-245.
- Usa Humphries & Grienggrai Rajchakit & Pramet Kaewmesri & Pharunyou Chanthorn & Ramalingam Sriraman & Rajendran Samidurai & Chee Peng Lim, 2020. "Global Stability Analysis of Fractional-Order Quaternion-Valued Bidirectional Associative Memory Neural Networks," Mathematics, MDPI, vol. 8(5), pages 1-27, May.
- Wang, Huamin & Wei, Guoliang & Wen, Shiping & Huang, Tingwen, 2021. "Impulsive disturbance on stability analysis of delayed quaternion-valued neural networks," Applied Mathematics and Computation, Elsevier, vol. 390(C).
- Grienggrai Rajchakit & Pharunyou Chanthorn & Pramet Kaewmesri & Ramalingam Sriraman & Chee Peng Lim, 2020. "Global Mittag–Leffler Stability and Stabilization Analysis of Fractional-Order Quaternion-Valued Memristive Neural Networks," Mathematics, MDPI, vol. 8(3), pages 1-29, March.
- J. Cuñado & L. Gil-Alana & F. Gracia, 2009. "US stock market volatility persistence: evidence before and after the burst of the IT bubble," Review of Quantitative Finance and Accounting, Springer, vol. 33(3), pages 233-252, October.
- Xi, Xiaojing & Mamon, Rogemar, 2011. "Parameter estimation of an asset price model driven by a weak hidden Markov chain," Economic Modelling, Elsevier, vol. 28(1-2), pages 36-46, January.
- Nam, Kiseok & Pyun, Chong Soo & Kim, Sei-Wan, 2003. "Is asymmetric mean-reverting pattern in stock returns systematic? Evidence from Pacific-basin markets in the short-horizon," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(5), pages 481-502, December.
- Garcia, Rene, 1998.
"Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(3), pages 763-788, August.
- René Garcia, 1995. "Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models," CIRANO Working Papers 95s-07, CIRANO.
- John M. Maheu & Thomas H. McCurdy, 2002.
"Nonlinear Features of Realized FX Volatility,"
The Review of Economics and Statistics, MIT Press, vol. 84(4), pages 668-681, November.
- John M. Maheu & Thomas McCurdy, 2001. "Nonlinear Features of Realized FX Volatility," CIRANO Working Papers 2001s-42, CIRANO.
- Dufour, Jean-Marie & García, René, 2008. "Measuring causality between volatility and returns with high-frequency data," UC3M Working papers. Economics we084422, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Meenagh, David & Minford, Patrick & Peel, David, 2007.
"Simulating stock returns under switching regimes - A new test of market efficiency,"
Economics Letters, Elsevier, vol. 94(2), pages 235-239, February.
- Meenagh, David & Minford, Patrick & Peel, David, 2006. "Simulating Stock Returns under switching regimes - a new test of market efficiency," Cardiff Economics Working Papers E2006/13, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Peel, David & Meenagh, David, 2006. "Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency," CEPR Discussion Papers 5614, C.E.P.R. Discussion Papers.
- Wang, Xin & Su, Housheng, 2019. "Consensus of hybrid multi-agent systems by event-triggered/self-triggered strategy," Applied Mathematics and Computation, Elsevier, vol. 359(C), pages 490-501.
- Yizhan Shu & Chenyu Yu & John M. Mulvey, 2024. "Downside risk reduction using regime-switching signals: a statistical jump model approach," Journal of Asset Management, Palgrave Macmillan, vol. 25(5), pages 493-507, September.
- Tan, Zhengxun & Liu, Juan & Chen, Juanjuan, 2021. "Detecting stock market turning points using wavelet leaders method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
- Jia Liu & John M. Maheu & Yong Song, 2024.
"Identification and forecasting of bull and bear markets using multivariate returns,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 723-745, August.
- Liu, Jia & Maheu, John M & Song, Yong, 2023. "Identification and Forecasting of Bull and Bear Markets using Multivariate Returns," MPRA Paper 119515, University Library of Munich, Germany.
More about this item
Keywords
Quaternion-valued neural network; Markov jumps; Stochastic stabilization; Event-triggered sampled-data;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:apmaco:v:420:y:2022:i:c:s0096300321009875. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/applied-mathematics-and-computation .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.