Fitting timeseries by continuous-time Markov chains: A quadratic programming approach

Physics & Astronomy

• quadratic programming 100%
• Markov chains 74%
• norms 67%
• generators 51%
• finance 48%
• optimization 40%
• climate 38%
• transition probabilities 31%
• molecular dynamics 22%
• physics 19%
• matrices 16%
• simulation 11%

Mathematics

• Continuous-time Markov Chain 74%
• Quadratic Programming 66%
• Minimization Problem 38%
• Generator 29%
• Climate 28%
• Molecular Dynamics 27%
• Transition Probability Matrix 27%
• Stochastic Matrix 24%
• Norm 24%
• Finance 21%
• Stochastic Model 19%
• Physics 16%
• Markov chain 16%
• Calculate 15%
• Object 13%
• Simulation 12%
• Model 6%

Engineering & Materials Science

• Quadratic programming 68%
• Markov chains 59%
• Toys 38%
• Finance 35%
• Stochastic models 33%
• Physics 26%