Results 201 to 210 of about 91,944 (331)

The 4-particle hydrogen-antihydrogen system revisited - Twofold molecular Hamiltonian symmetry and natural atom antihydrogen [PDF]

, 2005
Van Hooydonk, Guido
core   +1 more source

How are habits formed: Modelling habit formation in the real world

, 2010
Phillippa Lally, C. V. Jaarsveld, H. Potts, J. Wardle   +3 more
semanticscholar   +1 more source

Falsification of matching theory: changes in the asymptote of Herrnstein's hyperbola as a function of water deprivation.

Journal of The Experimental Analysis of Behavior, 1999
J. J. McDowell, Jesse Dallery
semanticscholar   +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

Forecasting Count Data With Varying Dispersion: A Latent‐Variable Approach

Journal of Forecasting, EarlyView.
ABSTRACT Count data, such as product sales and disease case counts, are common in business forecasting and many areas of science. Although the Poisson distribution is the best known model for such data, its use is severely limited by its assumption that the dispersion is a fixed function of the mean, which rarely holds in real‐world scenarios.
Easton Huch, Candace Berrett, Mason Ferlic, Kimberly F. Sellers   +3 more
wiley   +1 more source

The Assumptions of the Tea Bag Index and Their Implications: A Reply to Mori 2025. [PDF]

Ecol Lett
Sarneel JM, Atkins JW, Augusto L, Barel JM, Duddigan S, Fanin N, Hefting MM, Lembrechts JJ, Marín C, McDaniel MD, Montagnani L, Parkhurst T, Petit Bon M, Sofo A, Keuskamp JA.   +14 more
europepmc   +1 more source

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, EarlyView.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +1 more source

Visual discrimination training increases the speed stimulus processing and leads to an earlier onset of stimulus encoding. [PDF]

PLoS One
Bustos C, Montefusco-Siegmund R, Peña F, Aylwin ML.   +3 more
europepmc   +1 more source

Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach

Journal of Forecasting, EarlyView.
ABSTRACT Forecast accuracy tests are fundamental tools for comparing competing predictive models. The widely used Diebold–Mariano (DM) test assesses whether differences in forecast errors are statistically significant. However, its standard form is limited to pairwise comparisons at a single forecast horizon.
Andrew Grant, Matus Mrazik, Steve Satchell   +2 more
wiley   +1 more source

Contextual effects during sensorimotor adaptation are an emergent property of population coding in a cerebellar-inspired model. [PDF]

Sci Adv
Wang T, Ivry RB.
europepmc   +1 more source