Results 51 to 60 of about 75,093 (310)
International 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
Predicción de activos financieros usando modelos ARIMA y Redes Neuronales Autorregresivas
Revista Ingeniería, Matemáticas y Ciencias de la InformaciónEn este trabajo son aplicados diferentes métodos de pronóstico para predecir los precios y rendimientos de las acciones para dos de las principales empresas que transan en la bolsa de valores de Colombia: Bancolombia y Ecopetrol.
Johan Andrés Uribe Escudero +2 more
doaj +1 more source
Assessing the drone threat to aviation security [PDF]
INCAS BulletinThe safety of airport operations is increasingly threatened by the proliferation of civilian drones that can enter unauthorised airport airspace. This article analyses the risks associated with drones in civil aviation security from both a theoretical ...
Florin Daniel SIMION
doaj +1 more source
Wireless Communications and Mobile Computing, 2018 With the rapid development of IoT, the disadvantages of Cloud framework have been exposed, such as high latency, network congestion, and low reliability. Therefore, the Fog Computing framework has emerged, with an extended Fog Layer between the Cloud and
Chuanbin Li +3 more
semanticscholar +1 more source
Forecasting Natural Gas Prices in Real Time
Journal of Applied Econometrics, EarlyView.ABSTRACT This paper provides a comprehensive analysis of the forecastability of the real price of natural gas in the United States at the monthly frequency considering a universe of models that differ in complexity and economic content. We find that considerable reductions in mean‐squared prediction error relative to a no‐change benchmark can be ...
Christiane Baumeister +3 more
wiley +1 more source
Hierarchical Bayesian Choice of Laplacian ARMA Models Based on Reversible Jump MCMC Computation
International Journal of Computational Intelligence Systems, 2020 An autoregressive moving average (ARMA) is a time series model that is applied in everyday life for pattern recognition and forecasting. The ARMA model contains a noise which is assumed to have a specific distribution.
Suparman
doaj +1 more source
Wind power forecasting based on time series ARMA model
IOP Conference Series: Earth and Environment, 2018 Destruction of the ecological environment such as global warming and poor atmospheric pollution has forced carbon emission reduction and renewable energy utilization to accelerate.
Jingmin Wang +2 more
semanticscholar +1 more source
Oikos, EarlyView.Grasslands, by definition, are dominated by graminoids. Nevertheless, forbs also make up a substantial part of vascular plant diversity in grasslands and are important resources of mammalian herbivores. However, forb recruitment is constrained by successful dominant graminoids, limiting access to safe sites for germination.
Gerardo Celis +5 more
wiley +1 more source
ARMA model development and analysis for global temperature uncertainty [PDF]
, 2023 Mahmud Hasan +2 more
openalex +1 more source
Proteins: Structure, Function, and Bioinformatics, EarlyView.ABSTRACT We present the first x‐ray crystallographic structural evidence of an archaeal DNA ligase showing the AMP covalent adduct together with further cofactor hydrolysis, capturing a transient intermediary in the first step of the ligation reaction, triggered by the pyrophosphate hydrolysis.
A. X. Quintana‐Armas +3 more
wiley +1 more source