Results 141 to 150 of about 1,029,305 (300)

Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting realized volatility (RV) has been widely studied, with numerous techniques developed to enhance predictive accuracy. Among these techniques, the use of RV decompositions based on intraday asset returns has been applied. However, the use of a frequency‐based decomposition, which provides unique insights into the dynamics of RV ...
Adam Clements, Ajith Perera
wiley   +1 more source

Correction: How convincing is a matching Y-chromosome profile? [PDF]

PLoS Genet
Andersen MM, Balding DJ.
europepmc   +1 more source

Coherent Forecasting of Realized Volatility

Journal of Forecasting, EarlyView.
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley   +1 more source

Correction: Workplace stress, support and stress management strategies for healthier lifestyles among healthcare workers in Ethiopia. [PDF]

PLoS One
Birhanu Z, Mekonnen H, Kavishe RA, Lien L, Andersen LS, Mushi DL, Dræbel TA, Tucho GT.   +7 more
europepmc   +1 more source

Intraday Functional PCA Forecasting of Cryptocurrency Returns

Journal of Forecasting, EarlyView.
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley   +1 more source

Author Correction: Allelic variation at a single locus distinguishes spring and winter faba beans. [PDF]

Nat Genet
Zhang H, Windhorst A, Bornhofen E, Tulpova Z, Novak P, Macas J, Simkova H, Nadzieja M, Kim JM, Cram D, Cao Y, Konkin DJF, Sass O, Welna G, Himmelbach A, Mascher M, Link W, Kwon SJ, Yang TJ, Andersen SU, Jayakodi M.   +20 more
europepmc   +1 more source

Why Do Hedgers Hedge? The Role of Ambiguity

Journal of Futures Markets, EarlyView.
ABSTRACT This paper investigates whether ambiguity influences hedging behavior in commodity futures markets. Using high‐frequency crude oil futures data, distinct measures of risk and ambiguity are linked to weekly hedging positions from the Commodity Futures Trading Commission (CFTC).
Fiona Höllmann
wiley   +1 more source

Correction: Internalising and externalising behaviour in siblings of children born preterm Preterm birth: Internalising and externalising behaviour of siblings. [PDF]

PLOS Ment Health
Silva W, Avraam D, Cederkvist L, Nader JL, Popovic M, Marroun HE, Harris JR, Richiardi L, Tiemeier H, Cadman TJ, Jaekel J, Andersen AN, Kajantie E, Sebert S.   +13 more
europepmc   +1 more source

Reclaiming Andersen

Litteraria Pragensia, 2022
openaire   +1 more source

Improving Implied Volatility Forecasts for American Options Using Neural Networks

Journal of Futures Markets, EarlyView.
ABSTRACT This paper explores the application of neural networks to improve pricing of American options. Focusing on both American and European options on the S&P 100 index from January 2016 to August 2023, we integrate neural networks to model the difference between market‐implied and model‐implied volatilities derived from the Black‐Scholes and Heston
Haitong Jiang, Emese Lazar, Miriam Marra
wiley   +1 more source