Results 151 to 160 of about 285,901 (248)

Random Integrated Subdata Ensemble Method for Key Variable Selection in Rare Event Setting

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT We propose a general variable selection procedure to identify key input variables by applying elastic net regression to representative subdata in place of the full sample to select variables. We combine the lists of selected variables from each subdata through ensemble techniques, using the frequency of selecting the variable across different ...
Ching‐Chi Yang   +3 more
wiley   +1 more source

Using DSGE and Machine Learning to Forecast Public Debt for France

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Forecasting public debt is essential for effective policymaking and economic stability, yet traditional approaches face challenges due to data scarcity. While machine learning (ML) has demonstrated success in financial forecasting, its application to macroeconomic forecasting remains underexplored, hindered by short historical time series and ...
Emmanouil Sofianos   +4 more
wiley   +1 more source

Quadratic Hedging of American Options Under GARCH Models

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

Human appreciation of flower colours as cultural ecosystem service in grasslands: A methodological approach

open access: yesGrassland Research, EarlyView.
This literature‐based method estimates human appreciation of flower colours on target grasslands. Step 1: search literature sources (floristic surveys, national floras, web datasets and preference studies). Step 2: flower trait extraction (flower colour and area, flowering period and human colour appreciation scale).
Marco Bianchini   +4 more
wiley   +1 more source

Embracing Complexity in HRM Research: A Call for System and Process Perspectives

open access: yesHuman Resource Management, EarlyView.
ABSTRACT Human resource management (HRM) is inherently complex. It involves systems of principles, practices, and activities operating at individual, group, organizational, and macro levels, which are interlinked through complex processes. Yet, empirical research has not kept pace with this conceptual richness.
Rebecca Hewett, Madleen Meier‐Barthold
wiley   +1 more source

Risk of childhood and adolescent, and young adult cancer in offspring of men with testicular cancer: A Danish nationwide study

open access: yesInternational Journal of Cancer, EarlyView.
What's New? Testicular germ cell cancer (TC), the most common solid tumor among young men in Western countries, has survival rates exceeding 95 percent, allowing most survivors to pursue fatherhood. Concerns remain, however, about cancer risk in offspring, given potential mutagenic effects incurred during treatment for TC.
Mikkel Bandak   +7 more
wiley   +1 more source

Using Deep Learning Conditional Value‐at‐Risk Based Utility Function in Cryptocurrency Portfolio Optimisation

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT One of the critical risks associated with cryptocurrency assets is the so‐called downside risk, or tail risk. Conditional Value‐at‐Risk (CVaR) is a measure of tail risks that is not normally considered in the construction of a cryptocurrency portfolio.
Xinran Huang   +3 more
wiley   +1 more source

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